Some of you remind me of my foreign co-workers who thought Chicago was still being run by Al Capone! As anywhere there are places you don't really want to go, but even still its not the wild west.
4 hours is not a whole lot of time - travelling around by car can be challenging due to traffic and time of day. And if you are not used to masses of people walking in front of your car, try alternate means. My son says car jacking is a trending thing downtown, but because traffic can be so bad your car only moves ahead a few feet an hour so the police have plenty of time to respond ; ) . Still I have no issues driving. You do need a parking app to reserve space at about 1/2 of the drive up price. Regardless cost to park is close to railing in for two. I would often take Metra into the city instead of driving. Cab around when in the city.
Train Related - most anywhere in the "loop" you can see the CTA elevated rattling around overhead. South of Congress along Wabash is Columbia College - and a good place to watch and hear. College area so there is a higher security presence and a safer feel. It will be an experience to ride the "L" if you have an adventurous spirit. You could take the brown line out of the loop north and come back in again. It does cross a double track elevated crossing which is neat to see - 2 NS routes cross 2 EW routes. The "L"s are close to Union Station. Or just ride the elevated red line to Wrigley Field (Addison) and back again. Less time but no subway. (EDITED - removed the bit about riding the blue line, OK for someone used to the area, but not for someone who is not per my Chicago son.)
Union Station is pretty much a must see for commuter trains having the Grand Hall and cool architecture in general. Many of the marble stair steps are heavily worn due to foot traffic over the decades. Lots of hustle and bustle. There is an underground walk way which connects much of the city so you could avoid cold weather (look up the Chicago Pedway)
Just a little further south is a large BNSF rail yard. Just east of Canal St, Roosevelt Road looking south crosses over and would be a great spot to see it. (this will need a car / cab or Uber)
You could get in all of the three above with your time allotment.
I agree with the Museum of Science and Industry, but that is an all day kind of thing. From where you are it could easily take an hour each way to get there, park and enter, leaving only 2 hours.
Non-train related take Lake Shore Drive (LSD) northbound from about 31st north to its terminus, just south of Evanston. Probably get off at Foster and head back south for a reverse view. Of course Buckingham Fountain and the Bean are just off the drive and if you are lucky you might be able to snag a metered spot on Columbus to get out and gawk. Another block west you will bump into more rail lines and then Michigan Ave which starts the city buildings. North of 31st is another rail yard on the west side of LSD easily seen, I do not know who owns it, might be CN. Of course if you are going to drive on LSD you really need to play LSD by Aliotta Haynes Jeremiah at full volume.
Enjoy your visit.