World-class, and right nearby. Great place to spend several hours indoors.
Millennium Park + “The Bean” (Cloud Gate) — stroll through, take photos, and enjoy the surroundings.
Christkindlmarket Chicago, at the Daley Plaza — Chicago’s famous German-style holiday market. Expect festive stalls, treats, ornaments, and mulled wine/food.
Chicago Riverwalk & Architecture Cruise — even in winter, the cityscape is dramatic. Some boat tours offer enclosed or heated options.