After playing many shows in just about every kind of venue you can imagine, I have picked up some very good advice from others who have come before me. These are the seemingly little protection for hearing things that can literally save your show. These tips have helped me immensely back in the day, and now it is my turn to pass this advice onto the next generation of bar bands.
If you are given items such as safety goggles, defenders for ears or safety gloves use them. If the item is damaged, ask for a replacement. Such items are provided to protect you but are useless if not worn.
If you are someone who has to work in a noisy environment, you might want to wear some form of hearing protection. It is imperative that you wear it whenever you are using any power tools, firearms, noisy yard equipment or riding on a snowmobile or motorcycle. There are two forms of hearing protection: earmuffs and earplugs.
As for the temperature, the average high January temperature is 29F, while the average low is 14F. And while Chicago isn't any windier than other cities (belying its "Windy City" nickname), wind speeds can and do average 8 mph in late summer to 12 mph in spring. Chicago winter tourism experts remind you that wind truly does seem to howl at times in winter if only because it often whips around downtown's skyscrapers in a true frenzy often making hearing protection equipment the chilly temperatures become downright bone rattling!
Do not neglect safety under any circumstances. Wear goggles, hard hats, gloves and ear protection. Amateurs notice professionals foregoing protective gear and follow their lead. Just because you see others ignoring safety does not mean you should. If you are inexperienced, you have a much greater chance of getting injured.
PNR - "Passive Noise Reduction" style headsets protect hearing by covering the ears and forming a seal against external noises. Much like hearing protectors - which is what they are at the most basic level - they buffer your ears from loud sounds and decrease the noise level that you hear. All headsets are passive in one way or another. Certain features of a unit can help or hurt the amount of passive noise reduction it provides. If the frame doesn't fit properly, it can allow extra sound through the ear seal, and reduce the noise reduction.
The above guidelines will help make your time at the gun range safe and fun. They are not hard to follow and in no way detract from the shooting itself.