I grew up in South-Eastern Canada, but I had the same worries when I moved from Pasadena, where I'd been living for 6 years, back North East, to Boston. It was surprisingly easy. In Boston, it rarely gets really cold. make sure that you have a couple pairs of good boots (waterproof is good, but even so, nothing for for certain, and you want options), and since you are not used to the weather, at least one pair of Commando soles (Carmina and Alfred Sargents are my deal). A heavy wool coat like a Gloverall Monty, a warm knit cap (My baby Alpaca Inis Meain kept me warm in sub zero temperatures), and warm gloves (thinsulate>cashmere for real warmth) and you are pretty much set. Be aware that you will probably get up before the sun is up, and the sun will probably have set before you are finished work, so try to get out for lunch to get some sunlight.
My wife, a lifelong sunny weather girl, had trouble driving when we went to Canada for the first time, together. She learned on our first drive from the local airport that it's okay in a snow storm to go under the speed limit. I'm talking, 1/3 to 1/2 of the speed limit. At a light, she was going too fast and had to brake too hard, and we ended up losing the hubcap from our rental car. Lesson learned. Just remember that even with snow tires, studs, and AWD, that you should go as slow as needed to feel safe, and that if that hill looks really steep and slippery, it probably is, and there are always alternate routes.
Minnesota is a very different, and much more dangerous animal, than Chicago.