Originally Posted by
linglingfool
Definitely easier from the station to the concourse, as there's essentially only one way you can go, whereas exiting from the terminal and navigating through the parking garage can be a bit confusing the first time.
If you're walking quickly and at the head of the pack, just know that when you exit the turnstiles at the MDW station, you're bearing to the right (up the stairs/escalator). Many will head left to the buses. Also, don't be concerned if you feel as if you're in an abandoned hallway and wondering if you took a wrong turn. I'm a fast walker and it's often a solitary walk.