Jurgis and Ona have to leave Lithuania because Ona's father has gone broke and the family is losing their farm. So they decide to go to America.
Historically, many immigrants who come to America come to a place where they already know some people who have immigrated before them. This phenomenon is called "chain migration." It was for this reason that Jurgis and Ona chose Chicago.
Ona's stepmother had a brother named Jonas and Jonas had a friend who had moved to Chicago. And for that reason, Jurgis and Ona went to Chicago too.