First off, get your FOID.
When I left IL, you were not allowed to touch a firearm without presenting your FOID. Seriously, when I went to a gun show (Lake County, not Crook County) or visited a gun shop (same), before I could handle any firearm, I had to show your FOID. Likewise, when I went to a range, before they would assign me a lane, I had to show my FOID.
I cannot imagine that it has gotten any better in the last few years. As much as I enjoyed my time in IL, there is no way I will ever move back there unless/until there is a serious regime change...and that is not going to happen soon.
Once you have the FOID, find a range that rents different guns and try everything you can lay your hands on. When I lived there, Gun World in Bensenville fitted that description. Since the O'Hare expansion, they are no longer in that location, but may have re-opened elsewhere (I hope).
There may be some TFL members local to you who will be willing to meet you at a local range and let you try theirs...if I were still there, I would.
There was also a big two-story building with a gun and archery shop and an on-site range...cannot remember the name of it, but it was 20-30 miles south and west of where I lived in Rolling Meadows.
Ah, a quick Google search, and here we go...
Note--when I was there, the counter staff was a bunch of teenage monkeys who exhibited deplorabe safety habits...racking a slide, pointing at a fellow counter-worker, pulling the trigger and saying..A Huh huh huh..I shot you in the butt, dude! Pure Beavis and Butthead.
I only went there once. Hope it has improved. But they had a large selection and an on-site range.
I hope other members will chime in and offer some more suggestions.
Best regards, Rich