The diagonals can be a little confusing, especially since they're numbered as if they're North/South, but unlike a true North/South street they have no fixed East/West number (Lincoln is 1600 W at Ashland but 2000 W at Damen).

They always mess my wife up when she's driving as well (think easy right vs. hard right when approaching a three way intersection). What gets me is when driving on a diagonal and the intersecting streets bend right at the intersection so that they meet the diagonal at a 90 degree angle. That messes with my head because it feels like you're driving on one of the normal grid streets.