Can I go out of state?
There's nothing stopping you from traveling out of state, but the Centers for Disease Control and Prevention cautions that "travel increases your chances of getting infected and spreading COVID-19."
Chicago is discouraging interstate travel with its latest emergency travel order, which recommends avoiding travel to any state experiencing a seven-day average of more than 15 daily cases per 100,000 residents. If you decide to go to one of these states, the order states that you should self-quarantine for 14 days upon your return to Chicago (if you're visiting a state with between 15–60 daily cases per 100,000 residents, you can also a pre-arrival negative COVID-19 test no more than 72 hours prior to arrival in Chicago).
Even if you're traveling to a state with fewer than 15 daily cases per 100,000 residents, the emergency travel order advises avoiding "non-essential travel."