Re Bredsvolds to Chicago

I have earlier asked for inf. about my great grandmonter and her Family with Rollo, via Hull, destination Chicago in sept. 1886. Now I am trying to find Matheas husband, my great grandfather KRISTEN OLSEN (BREDSVOLD), who emigrated the year after. He only used his name Olsen as last name. He emigrated with Island Aug. 18th 1887 to New York. My question is; Does anyone the most common way to go further to Chicago from New York at that time?? REGARDS UNN