It was STONEY Island, which means you were on the South Side, and the cop did you a big favor.
Like all cities, Chicago has safe and unsafe areas. I used to live in Cicero, back when it was still a mob town and very safe at all hours of the day or night. But, if you got on the wrong side of Cicero Avenue after dark, you were dead meat.
If you are worried about crime, there are online crime maps and gang maps, but best to ask the locals. Chicago is very neighborhoody.
