I’ve been following BiggerPockets and reading REI books for a couple years and really want to do my first deal with a desire to apply economies scale, sooner than later.

When I lived in a market similar to Chicago, I should have looked into long distance investing sooner! 

I am not desperate but would love to get started sooner than later. 

If they become difficult then you should consult a landlord/tenant attorney sooner and maybe get them to send the notice to terminate.The tenants will not be able to buy the property (at market rate) and they probably won't know anyone that will.

Maybe it would be worth to give them an added incentive to move sooner.

You're a real investor making money, building wealth and sooner or later you'll be a rinse and repeat investor. 

If the tenant intends to sign the lease on the 1st but then says they can have the money and sign the lease on the 27th, I will give them those few days free because I am not disadvantaged, it starts the landlord/tenant relationship off on a positive and I get the small very advantage of the utilities being switched over sooner. 

Sooner or later something is going to come up.

I would like to build a gym. how do I find out if I can build a gym and how big of a building I could build before I purchase or make an offer to purchase?

Could have gotten one for $5,000 and had $14,000 extra in your bank account today, to help get you your first property that much sooner...