I run a sailing school in California, so my opinion is biased, but taking formal lessons, at least at the beginning, will make your joy from the sport skyrocket. There are several schools in the Midwest, several in Chicago. Chicago Sailing Club does a good job of teaching in small keelboats, 22-25 feet.
As for winter reading, purchase the US SAILING text book called Basic Keelboat from Amazon, or directly from US SAILING US SAILING - National Governing Body of Sailing in the U.S.
It is all you need to know to day sail on a lake in a boat under 30 feet.
If you are planning to sail in a dinghy, (8-18') then the US SAILING text "Learn Sailing Right" is probably a better choice as it is focused on smaller boats.
also consider going to US Sailing - Online Sailing Course and Lessons
which has some useful interactive training online. Nowhere near as sophisticated as SL, but helpful, nonetheless. And, I'd like to hear more about how you chose the sailing/pirates family in SL. We have been wondering how to enhance our students' and members' experience of sailing through the SL world, but are ignorant of it.