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)
See our post on Memoirs and Diaries from the Indiana Frontier
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)
See our post with Memoirs of Pioneer Life in Michigan
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)
See our post about Frontier Life along the Ohio River
Kinzie, Juliette A., Narrative of the Massacre at Chicago August 15, 1812 (1844)