A.F.
I would agree with all the suggestions you have received so far (especially the Exploratorium in Skokie). In addition you should definitely check out Fundamentals Playroom at Luther Memorial Church on Wilson just west of Western. It is is perfect for little ones. It is open Wed and Fri mornings from 9:30-11:00 and they usually add an afternoon session from Jan-May. There website is funplayroom.org for more info. It is run by a Occupational Therapist named Misti. Good luck!