THE COAST OF CHICAGO by Stuart Dybek (Vintage: $9.00). The characters in these interlocking stories learn the arts of survival growing up in Chicago's poorer, immigrant districts. The narrator and his friends get by. When they discover that Mayor Daley has declared their neighborhood an "Official Blight Area," they adopt "Back to the Blight!" as their rallying cry. But even in blight areas there are social codes that must be observed: In "Chopin in Winter," a talented young pianist disgraces her family of Central European immigrants by having the illegitimate child of a black jazz musician. The music she plays during her lonely pregnancy seeps into the pipes and stones of the nearby tenements. Dybek manages to find a bleak poetry in the alienated, urban milieu he depicts: In "Nighthawks," he describes the moon as having "gone through phases, diminishing like a stalled traffic light in the rearview mirror of a taxi. Now it's less than a crescent, less than a smudged thumbprint of mother-of-pearl--only a shimmer, like the glint of neon on the surface of a cup of black coffee."