Windows Chicago is the codename for the Windows 95 beta, and signifies the first time (and some would argue the last time) Microsoft ever put any thought into designing Windows.
It would seem that my download has problems or something, because I don't think build 56 was this broken, but still.

It is not visible in the screenshot, but the splash flashes colored Windows logos around.

Oops.

And here is the desktop.
This is very primitive, and it is all actually 16-bit through and through. None of it will run on Windows 3.x because it relies on new APIs though.

There are three buttons on the taskbar instead of the one "start" menu. Minimized program icons do not appear on the taskbar, and that white space is used to create permanent links to programs.
It starts the Tracker, a program that tracks the user's beta ID among other things, Dr. Watson, a debugger, and some "Switch to Chicago" thing that doesn't appear to serve a purpose.

It very clearly states that it is a beta and may have problems. They aren't joking kiddies.