Upvote:0
When you have a valid USA Visa, just board the flight ending in any USA port and enter the country answering Immigration officers there.
If your place of study is not Chicago, they may ask you why you chose to come here first. When you give proper answers for your travel and study plans, nothing else to worry about.
Best luck and Bon Voyage
Upvote:5
No, you don't need a transit visa. A transit visa is to allow you to temporarily enter a country, for example, to change planes. You already have a visa that allows you to enter the USA so you don't need another one just because you're changing planes.