Decide when you want to go. The Southwest chief departs from Chicago daily. The westbound trip leaves in the afternoon and arrives the next day in Albuquerque.
Book your ticket one of three ways. You can call and make a reservation at 1-800-USA-RAIL, use Amtrak's online reservation service or book your ticket at the station.
Get your ticket. After you have made the reservation you will need to get your ticket. You can pick it up at the station or have it mailed to you. There is no ticketless travel through Amtrak like there is on airlines. So, plan accordingly, and have your ticket in hand.
Get to Union Station. It's right in the heart of downtown Chicago at 225 S. Canal street between Adams and Jackson. Don't drive; paying for parking would cost more than the train ticket. Instead, take the MetraRail which goes right into the station, take a cab or have a friend drop you off.
Check your bags at the station or carry them on. Carrying on your bags can be a hassle if you have a lot. You might want to check any large items and carry on one or two smaller ones with your essentials.
Bring your night gear. The trip takes about 25 1/2 hours by train, so you will be traveling overnight. Make sure your toothpaste, toothbrush, facewash and whatever else you use at night is pack at the top of your bag for easy access.
Request a pillow or blanket, or bring your own. Coach passengers have to ask for pillows and blankets, and it's possible there won't be enough. Coach cabins don't have individual temperature controls and can get chilly, especially when you travel during the winter.