Chicago addresses are laid out in a grid system: streets generally have a name and a number such as Division Street (1200 North). Division Street goes East-West, and any address such as 1200 N. Clark Street or 1200 N. LaSalle Street is at the intersection with Division Street.
Every 400 numbers is roughly a half-mile. The zero mark is the intersection of State and Madison Streets, located in the Loop near to the Lake.