First of all I am not a fan of Chicago and avoid it like the plague, so I am not the best one to answer your questions. In terms of RV parks there are no good options in Illinois. There is a KOA near the town of Union to the northwest. It's pretty far out though. Some people have stayed in Indiana, so you might want to look there.
Here's a
link for some reviews on the McCormick Place Marshalling Yard. I would advise using public transportation instead of driving. I'm not sure what you're driving, but pickup trucks aren't allowed on any boulevard or Lake Shore Drive. In addition are some bridges that are pretty low. Don't trust clearance signs. Expect traffic to be bad most of the time.
The public transportation system is set up as follows: Metra is the suburban train system. PACE is the suburban bus system. Transportation in Chicago is run by the CTA. Assuming you have a smartphone you can pay fares for all three with an app called Ventra. You can use the public transportation feature of Google Maps to plan your routes.
As far as safety goes downtown Chicago is pretty good. Try not to look like a lost tourist. Walk with a purpose and be aware of your surroundings. Crime can happen anywhere but is more common on the west and south sides. Gangs are a huge problem and shootings are pretty much a daily event, worse on the weekends. There have also been shootings on the expressways, again west and south sides.
Again, I am not a fan and there are other plenty of people who will say how wonderful Chicago is. I hope you find this helpful and have a fun and safe trip.