Hi Pauline, 
We would recommend that you pack casual comfortable clothes and a pair of comfortable shoes as there can be a lot of walking on some excursions. 
I've pulled off the historic weather averages for October as a guide although as you know weather is changeable! 
Chicago: average highs of 17 degrees and lows of 6 degrees 
Memphis: average highs of 23 degrees and lows of 18 degrees 
New Orleans: average highs of 22 degrees and lows of 12 degrees. 
Its always worth packing a waterproof jacket in case you experience some rain whilst you are away. 
Kindest regards, 
Julia