We have a number of books authored by people who were settlers or visitors in Illinois in the early 1800s, and who wrote about their experiences there. The list below doesn’t include all such books on History of the Great Lakes States, but it’s a good start.
Illinois Biographies and Memoirs page
Burlend, Rebecca, A True Picture of Emigration, or, Fourteen Years in the Interior of North America (1848)
Quaife, Milo M. (editor), The Life of Black Hawk (1916)
Reynolds, John, My Own Times, embracing also the History of my Life (1855)
Tillson, Christiana H., A Woman’s Story of Pioneer Illinois (1919)
Illinois Explorers & Travelers page
Birkbeck, Morris, Letters from Illinois (1818)
Faux, William, Memorable Days in America (1823)
Woods, John, Two Years’ Residence in the Settlement on the English Prairie, in the Illinois Country (1822)
Illinois Social History page
Perryman, F. M., Pioneer Life in Illinois (1907)
Illinois War and Military page
Clark, George Rogers (Colonel), The Conquest of the Illinois (1920)
Kinzie, Juliette A., Narrative of the Massacre at Chicago August 15, 1812 (1844)