You would travel east. However, if you were in Chicago Heights, you would travel north. If you were in East Chicago, you could travel north or east.
Lake Michigan is to the East of Chicago or to your right if you're facing north.
east
north east
You would have to go north to reach Lake Michigan.
Backwards ... until you get wet. Lake Michigan forms the entire eastern boundary of the City of Chicago.
You would go to the east which would be to your right.
You would need to turn right to head eastward to Lake Michigan.
Right then East
Right then East
Right and East
If you are in Milwaukee, Wisconsin facing north, you would go east to Lake Michigan.
East. Chicago sits on the west shore of Lake Michigan.