The nickname "Windy City" is generally attributed to the city's strong winds, particularly off the shores of Lake Michigan. These winds can be quite intense and give Chicago a distinctive climate compared to other cities in the region.
The origins of the "Second City" nickname are not as certain. Some sources trace it to the city's rapid growth and expansion in the late 19th century, when it was seen as a significant center of commerce, industry, and culture, but still overshadowed by New York City, which was often referred to as the "First City". Others believe the term originated from the city's strong literary and artistic scene at the time, leading to comparisons with the famous cultural and intellectual reputation of Paris, often called the "City of Light".
While both nicknames are widely recognized and used, it's important to note that they are sometimes used in a playful or affectionate manner, rather than as any kind of official designation.