I am coming to your town for nascar (sorry if you are anti the event) and am wondering if there is anything Chicago specific I should know? Places to avoid or must do things? I definitely want a deep dish pizza and a Chicago dog.
Firstly, have fun! That's awesome you're gonna see the first race here!
If you're staying inside the city limits, you won't need a car. Take CTA and buy a daily or weekend pass.
Lou's is one of the most popular deep dish pizzas, but it's my least favorite. Pequod's is where my heart is, but you'll need a reservation or face a 2 hour wait. Chicago Pizza Oven Grinder Co is unique, and their Mediterranean bread is amazing, but also a major wait (and cash only!)
Take a walk on the lakefront path. It's open all night for walking/running and biking.
Chicago is a city of neighborhoods, so few actually hang out "downtown" after work. Some people live in the Loop, so they do. Things shut down early there. Many neighborhoods have a "main area" that rivals other cities downtowns.
Nascar is absolutely wrecking any CTA bus route that goes anywhere near the lakefront. The train is currently the only way to even somewhat reliably get around.