Milwaukee is a wonderful city, with plenty to do especially in the summer. Downtown is doing well, with lots of new condos, restaurants, etc. Lovely parks and beaches along the lake, festivals every weekend. It is clean, safe, affordable, and fairly friendly with midwestern values. Even the cost of living and traffice are quite reasonable. If that isn't enough, downtown Chicago is a 90 minute train ride away.
Especially if you are downtown or stay east of the river, you will be fine. The east side and areas around Columbia-St. Mary's are full of young places and night life and are generally quite safe. Same for Wauwatosa.
Summers are really nice, gets uncomfortably hot only once in a while. The winters can seem a bit long, but are not unbearable; just buy a good coat.
I think you will be glad you came here, and find it a pleasant surprise (I did.) Good luck with your new life.