To expand on what Byte has stated,
CTA stands for Chicago Transit Authority, which runs bus and rail rapid transit within the city limits and to several nearby suburbs. The rail component was originally developed beginning in the early 1890's by several companies: the Chicago & South Side Rapid Transit Railroad Co., the Lake Street Elevated Railroad Co., the Metropolitan West Side Elevated Railroad Co, and the Northwestern Elevated Railroad Co. They operated as independent railroads and had their own downtown terminals. In 1897 the Union Consolidated Elevated Railroad was built. Because rail cars from the different railroads were built to the same dimensions it became possible for all trains to operate on common rails. Today's CTA has 8 lines and more than 140 stations systemwide. Trains run on headways as short as 3 minutes during rush hours and as frequently as every 7.5 minutes during normal hours. There is some 24-hour service as well.
Metra is the commuter railroad for Chicago providing service within the city limits (mostly where CTA trains don't run) and to near and distant suburbs, some considerably more than an hour away. This network was created from the commuter systems of mainline railroads such as the Burlington, CNW, Milwaukee Road, Illinois Central, etc. There are 4 downtown terminals and there is limited intermingling among lines. Metra trains operate on mainline rails, UP, BNSF, etc, and typically run far less frequently than CTA and there is no 24-hour service. With the exception of Metra Electric, all Metra trains are powered by diesel locomotives pulling/pushing bi-level coaches.
If you're familiar with New York, CTA rapid transit is comparable to the New York subway system and Metra to Metro North.
"Welcome aboard Orange Line run 711. Travel time to downtown is 25 minutes. Next stop will be Pulaski."