I was in Chicago recently and was staying in Rosemont, one stop south of O'Hare and traveling into the Loop for a conference. (Downtown hotels either booked or too expensive). Actually, enjoyed this. It turned out to be a good decision.
Hotels were half the price in Rosemont, and it gave me a chance to ride the Chicago Transit Authority Blue Line into the city. I did that for several days and felt like a local resident.
There's not a lot of difference in the experience from using Metro. I bought the CTA's reloadable "Ventra" card, which expires "11/37" or roughly 20 years from now. Easy to use system. NY-style turnstiles. You pay one fare, $2.50, for the trip. You can buy a paper pass or spend $5 on the Ventra card.
Rosemont had a Dunkin Donuts both inside the turnstiles and outside. You could order at the outside Dunkin Donuts and pick up your coffee and donut inside. They don't allow food consumption on the train, but I don't know if that applies to the platform as well. The CTA is making money off the rents, something that our Metro won't allow.
But if you are in Chicago for any reason, take the Blue Line into the city. It's located on the lower level in the airport and it is -- by far -- the best and probably fastest way to get downtown.
Here's a short video filmed on a Sunday morning from the train car.