Early on clear winter mornings, my retriever and I walk over to a small, protected wilderness behind the Museum of Science and Industry on Chicago's south side. The air is cold so few people are out. The dog can be off-leash and she and I can run on the frozen lagoons that frame the wilderness known as Wooded Island. The lagoons are inlets from Lake Michigan, which is just another quarter mile to the east.
The grasses and shrubs and migratory birds we see are the same that Jean Baptiste Point du Sable saw when he arrived in this marshy wilderness in 1790. If I look closely, I can spot a kestrel sitting immobile, waiting for breakfast. They sometimes come to our backyard, where a bird feeder makes their hunt easier. There are cardinals, junkets, and more than 300 migratory birds stop here — it's a birder's paradise. There's a nest some 15ft across, home to a huge band of monk parrots that somehow strayed to Chicago's south side and have lived here for 30 years.
At the south end of the island I leash up the dog before she catches scent of a coyote den. We skirt a golf course and walk through a tunnel that takes us beneath Lake Shore Drive. Lake Michigan stretches away to the east.
I'm in one of the world's great cities, looking north to the famous skyline, framed on the north by the trapezoid of the John Hancock Building, which looks like an inverted electric plug, and on the south by the 108-storey tower formerly known as Sears. And I'm standing in the midst of prairie grasses, gazing out to sea. It's why I love my city.
I grew up in rural Kansas, a land essentially without water. There wasn't even a swimming pool, so I didn't learn to swim until I moved to Chicago and stuck my nervous toe into the lake. I love urban life, the theatres, the restaurants, shops, the cappuccino bars but it's the lake that anchors me to Chicago.
Chicago was fortunate in its early robber barons. Aaron Montgomery Ward, who made his fortune in his catalogue sales business, turned his energies to preserving the lakefront. He felt that the poor and middle class deserved beaches and parks as much as the rich, and gave us 20 miles of lakefront that couldn't be used for residential or industrial building. Daniel Burnham designed the famous plan for the lake, but without Ward, we wouldn't have Grant Park downtown, or our lovely beaches.
Everything important to Chicagoans happens in Grant Park. It's where the world watched as we celebrated our own Barack Obama's election. Blues, jazz and rock festivals take place here. For ten days in July, the world's biggest picnic, Taste of Chicago, brings a million and a half people to the park, where major artists play music that's free to the public.
The Art Institute, endowed by Bertha Palmer, public-spirited wife of another robber baron, backs onto Grant Park. Palmer was Rodin's patron, and her bust is in the Musée Rodin in Paris, but she's responsible for giving Chicago one of the best Impressionist collections outside the French capital.
All summer long, hundreds of teams play slow pitch softball on the park's public diamonds. This is Chicago's signature sport, using a 16in softball. You won't see the game played anywhere else in America.
Life for most Chicagoans takes place in the neighbourhoods. Although people flock to the lakefront in the summer, they shop and eat in their home communities. The city has such an entrenched north-south divide that we have to have two baseball teams, the Cubs for the Chardonnay-drinking northsiders, and the White Sox for the beer-guzzling southsiders. The rivalry is so fierce that my attachment to the Cubs draws constant heckling in my neighbourhood.
I love exploring the neighbourhoods, from the vibrant murals of Pilsen's Mexican community to Bronzeville, the heart of the city's original African-American community, which has Art Nouveau buildings that housed the area's segregated businesses. The Chicago Cultural Center offers bus tours of neighbourhoods like these, with knowledgeable guides.
My own neighbourhood, where Barack Obama's house stands, is also worth a visit for the Museum of Science and Industry, the site of the world's first self-sustaining chain reaction. If you walk the lakefront there, keep your eyes open for a grey-haired woman with an exuberant dog — it's probably me.
Sara Paretsky's latest novel Body Work is out now (£16.99, Hodder & Stoughton)