But one day after arriving in the "Windy City," their big move turned into a big nightmare.

"It's one of the most amazing cities in America," said Brianna White.

"Hey, why not, we're doing okay. We can go there and be okay financially, so why not go and see what happens," said Jaelin White.

But what happened next terrified the Whites. All unpacked, the couple took the train to get a bite to eat.

"A guy comes up to us and starts trying to ask questions."

"I'm trying to be nice, realizing something's strange."

The stranger followed the couple off the train and down the street.

"I don't know what he wants, he could have a gun, he could have a knife."