If you have no desire to walk around the Windy City's streets, take to the subway. The Chicago Transit Authority's "L" system offers eight train lines from which to choose: Red, Brown, Blue, Pink, Purple, Yellow, Green and Orange. All of these trains converge downtown, with certain stations allowing you to transfer -- for free -- without even setting foot into the rain. You can take in the sights of Chicago by riding the trains from the Loop to their outer destinations. The trip may seem long, so you may just want to do one line at a time, but if you're adventurous, you could ride each line from start to finish over the course of a day. If you're a big sports fan, the Red Line connects you to both the Cubs' Wrigley Field on the North Side and the White Sox's U.S. Cellular Field on the South Side.
Chicago's massive public library system offers not only books to immerse yourself in, but also lectures you can attend to further your knowledge of certain books and authors. In the South Loop lies the main library building -- the Harold Washington Library. Taking up much, if not all, of a city block, it is easy to find yourself spending hours inside, out of the rain, while keeping your mind busy.
Chicago is teeming with museums, both well-known and under the radar. Sure, you can take a rainy day and spend it at the Field, the Art Institute or the Museum of Science and Industry, but those aren't the only museums Chicago has to offer. The National Museum of Mexican Art in Pilsen takes pride in preserving knowledge of Mexican culture. If you're interested in science but have already seen all you can at MSI, take a trip to the International Museum of Surgical Science. Any of these options can provide you with a learning experience on a rainy day.