It's gonna be super cold. Check accuweather to gain a sense of what I mean. Layers will help a lottt. Chicago does not mess around.. Google "chicago lake effect" Even late march, while there may be no more snow, everything may still be frozen bc of the windchill...
I went to loyola Chicago for my MA and I'm from Cali. If I was going back for a visit, i would be sure to pack my wool pea coat, a full suit, nice blouse, leather gloves, fleece beanie, high quality/dense scarf, and (depending on conditions) leather or snow/slush boots.
I hope this helps! And good luck with your vist! I loved Chicago.