The absolute worst place to go is probably a homeless shelter. At all costs, avoid those. Jail is perhaps better.
Because homeless shelters are society's solution. So naturally then, they are shit, like most else of society's solutions. Think about it. Trump. Trump is our solution, right? And jail is not better either, I was only saying. But you are homeless still. So where do you stay?
You need a place to sleep to-night. You have a wi-fi signal I'm assuming then, reading this, searching the internet. Or else how are you affording cellular data?
And in that case, you're already all out-of-sorts. Because the best places to sleep while homeless are those places where wi-fi is unavailable,—generally—where cellular service is unavailable. There are exceptions of course. But run to the woods, the hills, the mountains—but not too high up there in those mountains. Get out of town. That's the most important thing, to sleep where there are few people. So that you actually can sleep. So that you'll not be woke in the morning—or in the night. Go to where people are few. Lose the wi-fi signal, the cellular signal even better, which is usually a good indicator.
But it's midnight. And you're scared, homeless in a big city. Chicago. To walk out of town takes a day and a half at least, if you've no money to hop a train or bus to the end of the line. And you're tired. You must sleep.
So sleep then. You need only a couple hours in a pinch, 4 maximum. And then you can begin walking wherever out of town, to a better spot, to get more sleep. Look for a dark corner in which to crawl where you can stay fairly hidden. Empty space is very, very difficult to find in a city. A place where people don't much go. Behind a dumpster out back somewhere. Behind the fence of a construction site. A place where you can hear people coming before they reach you, make sure. Or walk to a park. In the dark, there should be few folk there. Find a tree to lean against in the shadows, and nod-off for a few hours.
But really, you should be awake at night, if you're in a city. You should have slept before arriving. And sleep in the day if you plan to stay, a couple naps, safe in the sunlight—or safer at least—on park benches even, or anywhere. But at night, I wouldn't recommend it at all, sleeping in a city. In cities, you roam at night.
Because cities are no good. What are they afterall? Vice. People are out all night drinking, bar to bar, eating, restaurant to restaurant, spending money—playgrounds for the rich. You need money in a city, to even use the restroom. And you are homeless. What are you doing there anyway? But so, why do other homeless folk stay near cities then? Because near cities, drugs are easier to be got. And they must stay as close as possible to the drugs.
Personally, I flee them immediately, cities, the snake-pits they are. And only have slept in them when it's been absolutely necessary. So my advice here may not seem so sound, not so experienced admittedly.
But escape the city as soon as you can. Walk to some suburb or something, some country even better, where there's less population. Find some bushes in which you can sleep uninterruptedly. There's green out there, believe it or not,—though, true, it's shrinking—there outside of cities. Instead of concrete, which is a tomb. Which is all that cities are, concrete—and vice, and industry. No, find some green instead. Green is life.
And if you survived the city, you can survive outside of it with ease. Like I said, there are less people outside of cities, population density, up, up, up, in those skyscrapers otherwise. And after weather, people are your biggest threat. Maybe people are an even a bigger threat than weather—maybe. Outside of cities, you dramatically reduce your risk of danger, encountering less of them, other people. Outside of a city, you can sleep outside, out-of-doors, in some bushes at night almost anywhere, off a main road even. And by day, explore better spots, which aren't much frequented.
Stay near enough to food and water if you must. Or else, get a pan. Which should be one of the very few things you roam with anyway, a pan. Find a stream or river for water. Make camp near. Use your very, very little money on bags of cornmeal to eat. Boil your food and water. Eat, sleep, and stay warm. Get some energy, eating and sleeping, to go and get some money—the city again maybe.