Step 1 : Introduction to the question "Which U.S. city is known as the “Windy City”?"
...What city has the nickname the Windy City?
“If you had always assumed that Chicago earned its nickname as the Windy City from the chilly gusts coming off Lake Michigan, you would be wrong. The city is windy, according to most local legends, because of the hot air bellowing from politicians.”22 Dec 2008
Why Chicago Is Really Called The Windy City
What does the Windy City actually mean?
Travelers to Chicago may experience the wind gusts that come off Lake Michigan, get tossed around a bit and think, “So this is why it's called the Windy City.” The nickname, which dates back to the late 1870s, is deceiving: Chicago is literally a windy city, but that's not what the phrase was intended to reference.