Are both OK: I've been to Chicago a few times, it's pretty nice there.
VS
I've been to Chicago a few times. It's pretty nice there.
The first is wrong as it's a comma splice . It would be correct with a semicolon instead of the comma. The second is fine.
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The first is wrong as it's a comma splice.
It would be correct with a semicolon instead of the comma.
The second is fine.