If you’re willing to take a cab North, there is a Blues bar on Halsted between Webster and Fullerton. I believe it’s called “Blues Bar”. I haven’t been, but have heard good things. Your best bet will be to go on yelp.com, many Chicagoans use it, I live by it.
As for a walk on the lake, my favorite spot in the WORLD is running by North Ave beach. There’s a large boat-shaped building with a restaurant on top and some quick grab and go food underneath. Bike rentals, etc. The beach itself can get pretty busy. But my favorite spot is the walkway nearby that curls away from the beach.
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