Tough call. Obviously you were smart enough to check the 'holiday' schedule, since on a normal monday the first trains get there before 5 am. I can't vouch for how many leisure travelers are travelling that early, but I will say that since it is primarily a leisure travel day, and MDW does NOT have a status/first class line for security, you will be waiting behind a large number of non-frequent travellers, which tends to slow things down. If you are somewhere along the orange line, I'd say the 20 or 30 bucks it will cost to take a cab is worth the peace of mind.