I live next door in Michigan. My almost 6 uear old loves playing in the snow. Just make sure he has everything on to keep him warm . I believe they have subways. It's called the windy city because the wind is harsh as well as the winters in general. Because like Michigan they are surrounded by water.

There were some days that my daughter didn't want to dress for snowy weather when we lived in Denver. Those days I would get Tupperware containers full of snow and let her play in the bathroom sink.

Thanks for the reply.Hope he will enjoy snow.
As how our kiddos are anxious about being in a new environment, I am very tensed and anxious about how the new environment would affect him.
I don't even know if it's a wise decision to move to Chicago.
I am all confused and worried.