How expensive is it to live in Chicago?

I'm from a small town in a nearby red state. I'm wanting to move to Chicago sometime in the next 5 years. I just don't know how to prepare or how much money I need to make. Is it absolutely necessary to have a roommate or two? I don't have any friends in Chicago or any that would want to move with me, and the idea of rooming with strangers is a bit unsettling. I'm planning to eventually become a flight attendant and work out of O'Hare. Is that doable? Any advice would be much appreciated.