One of the Best Ways to have fun on one of the Greatest Lakes in the World is to Join Sail Chicago. It's the best bang for the buck in Learning-How-To-Sail, getting your Skipper's Card so that you can use the 24 hr phone line to rent several types of deep-keel sail boats, join other members on various sails around the harbors, take out your friends who may have never sailed before... and teach them how to help you handle the boat as you sail along the lake for several hours of great views, great fun, picture-taking, and great conversations. Kick back and enjoy the Greatest City in America. If you choose, you can also learn how to race, or help "crew" in a race sanctioned by official groups like US Sail.
Sail Chicago is easily found on FaceBook, and has its own web site for current members and interested folks.
Just Google Sail Chicago to start the ball rolling... :)