It is officially forbidden to ride anywhere down town besides Montrose Beach. Please refer to this page for more information about kitesurfing in Chicago:viewtopic.php?f=3&t=9791
Second: No renting available in the Chicago Area as far as I know of. Sorry to bring you the bad news.
Third: Wind conditions here in the Chicago area are not as amazing as you would expect on the French coastal lines. It is a lot of driving to different kitespots here in the Area.
Other than that, keep an eye on the were to ride section and see if you can catch a glimp of the Chicago shores!