Greetings, fellow Chicagoan! Glad you made it here. There is a lot to digest, but I'd suggest going to the home page and checking out the Survival Kits and Gear & Equipment sections. They'll give you a good framework. Some of those lists seem overwhelming, but they get you thinking in the right direction.

For urban use, I wouldn't pick up the Pocket Survival Kit first. Don't get me wrong--I have one and it's great. But I'd look at Doug's "Don't Leave Home Without It" equipment first. That's under the Personal/Pocket Size Survival Kit section. You don't need the same models, but these basic items will put you miles ahead of most folks in terms of preparedness. Then start to think about or look into what types of scenarios you might run into and gear your preparedness in those directions. That's where these forums can come in very handy.