Chicago is my favorite city and I’m a huge cubs fan. I go most summers and will be there in July this year for a home series. For a first timer, I would recommend doing the cubs game. Just drop your bags and uber to wrigleyville. Still worth it if you are a little late.
Architecture boat tour that leaves from navy pier is fun, gives you a little history, and sells beer. I highly recommend because it leaves from a convenient location and you get to see a lot in a short amount of time. Best skyline in the US imo.
Pick a museum to see. I think kids would like the museum of science and industry. It’s got an entire German U boat in there.
Not going to start a debate about the best place to get pizza or a beef sandwich, but do both. Get a dog with the only 7 allowable ingredients (ketchup is not one of them.
Lastly, I would go explore a neighborhood. Chicago is a city of great hoods and the weather will likely be perfect. Go wonder around and find fun stuff to do.
Almost forgot, you can go to the beach in the middle of the city. Might be fun for the kids and you can check out the “scenery”.