Advice for a young woman travelling alone in the city (apologies if this sounds ridiculous to anyone from the city, because I'm obviously not 😅)

Hi all. So next week I was supposed to be travelling to Chicago (which is out of state for me) with my mom and sister. Due to some recent events, I'm probably going alone now. I'm 20 and with the world the way it is now, I'm genuinely terrified travelling alone as a young woman. It shouldn't have to be like this, but it is. I want this experience because I think it'll be good for me. But I'm scared to take the train there, and even things such as the subway or uber are daunting. I'm from a really rural area so this city stuff is new territory for me. Of course all I've heard are negative things about how dangerous it's apparently going to be for me. I know I sound paranoid but how could I not be when I'm being fed all these doubts from people around me? I just want to enjoy my trip and feel safe. How can I keep myself safe travelling around/staying in the city alone?