I lived in Chicago for quite a while. You are in for an unpleasant surprise.
IL has no concealed-carry for non-cops. None. Abandon all hope, it ain't gonna happen.
You will need a FOID (firearms-owner ID) card to own any gun at all. There is very little leeway given to people moving into the state so you will want to apply as soon as you have an IL address. Having a gun without a FOID is a fairly serious misdemeanor so decide for yourself if you want to bring anything with you at first.
If you are moving to Chicago, NO PISTOLS AT ALL, EVER. If you are not a cop, you can't have one. Same for any serious rifle or shotgun. Birdguns and deer-rifles only, pretty much.
I think you can have pistols outside of Chicago, but high-capacity magazines are a no-go and transportation restrictons are numerous.
I had to leave everything but my 12ga birdgun and a boltgun or two with family in Indiana.
No fun.