Invest in Rural Midwest?

[Jenna Herr]

First time poster. Have never owned a home, and I love my apartment in Chicago (which I rent). I’m saving for my first investment property and I’m thinking to either look for a house-hack in Chicago (which would be expensive, particularly as I need to be near good public schools) or invest in other markets with lower cost options, perhaps in Iowa or southern Wisconsin. 

Does it make sense to invest in the rural Midwest for an inexpensive learning experience, with the goal to move to a larger market after getting a few rentals under my belt, or should I just save and make my first move in a larger market?