First-Time Greyhound Traveller

1. Greyhound provides a locator on their website. Just type in the city where you're stopping and it will give you the station(s) there and their addresses, even phone number and hours.

2. That's tricky to answer, it depends on where you're going, whether there's an event there, what time of day, etc., but generally my experience with bus travel is always the sooner the better. It's more a case of seats running out rather than getting more expensive, the closer you get to your travel date.

3. Yes of course. I've often travelled with a small day pack on the bus and I've seen people take pillows to sleep on, laptops and even meals and toys for the kids.

4. No digging required! A driver or someone at the bus stop will do that for you. Just make sure you stand nearby and don't miss your bag.

5. They always announce stops and they always tell you if it's a long stop, but it varies for shorter stops. For most stops you can't go very far anyway, people tend to go out to stretch their legs or smoke. Of course you can always ask the driver how long they're stopping for: they're generally very friendly.

Extra: It depends where you're going, but some routes are so busy that your ticket doesn't guarantee you a spot at the departure time. In those cases they'll have another bus ready to leave within the hour and they'll put you on it. If you really need to leave by a certain time make sure you arrive early.

Welcome to bus travel! :-) I work for Busbud, a bus travel site.

This trip requires you to take three buses each way

1. A long trip on Greyhound from Toronto to Chicago, crossing the border at Windsor/Detroit.
2. A short hop from Chicago up to Milwaukee on Greyhound.
3. A medium distance trip across Wisconsin operated by Greyhound's partner company Jefferson Lines.

Booking your trip

We've done some research on when to book at Busbud. Your ticket is rather complicated (two countries, three buses, two bus companies) but you should still get a major discount for booking around a month in advance.

A possible hack to saving money is looking at booking all three tickets separately, each: Toronto-Chicago, Chicago-Milwaukee and Milwaukee-Winona. However these are tight connections and you can't expect any assistance if you miss your connection on separate tickets, they may not be honoured for the next bus if you miss the connection. If you want more flexibility, booking last minute is always an option, but it will probably be a lot more expensive. Booking online is also usually much cheaper than booking at the station.

Stops

As mentioned in blackbird57's answer you can find info on the stop locations on Greyhound.com. You can also use their live bus tracker while traveling to get updates of exactly where the bus is.

Luggage

At Busbud, we've summarized Greyhound and Jefferson's luggage policies. Normally at stops the station staff or driver will help you transfer bags, but not always. At the border in Windsor/Detroit you may have to take your bag from underneath the bus and carry it through customs and immigration. Chicago is a particularly chaotic station in my experience, you should ask the driver and see to it that the bag gets moved. If in doubt of what you need to do, just ask the driver!

Stops and connections

Note that this itinerary has pretty short connection times. Greyhound and Jefferson will do their best to make sure you make your connections but if something happens, like a big delay at the border, and your inbound bus arrives late the connecting bus can't always wait. Normally in this case they'll just transfer your ticket over and put you on the following bus. On the way to Minnesota the big challenge is that there's only one bus a day from Milwaukee to Winona. If you do miss that connection, there is an Amtrak train later in the day that leaves from the same station in Milwaukee (Intermodal Station) to Winona. It's hard to stay what accommodations Greyhound will make in case you get stuck in Milwaukee, if any, other than telling you can take the bus the next day, in that case you may want to know about the Amtrak option before you get stuck in Milwaukee overnight.

If in doubt about anything

Just be assertive and friendly and ask the driver!

PS: if you end up having a bit of extra time in Milwaukee you can run over to the great coffee shop across the street and also note in general the food options in the station itself are a bit more extensive in Milwaukee than in Chicago.

Here are some things not covered in other answers:

In larger cities, the Greyhound stop will be an actual station, where you will go inside a terminal, find the correct gate, and get on a bus. Unlike airlines, you do not need to "check in". Generally the departure gates are fixed by destination, so a bus going to a given destination almost always leaves from the same gate. There are exceptions to this, though, such as for mechanical issues, crowding, etc. And in some cities, such as Chicago, a bus might depart from any gate. Here you will need to check gate assignments. As noted before, you can look up station addresses on the Greyhound web site, though they aren't hyperlinked from your itinerary.

You can purchase your tickets all the way up until seconds before departure, (and I once purchased tickets a few minutes after scheduled departure as the bus was late) though the web site will not sell tickets after 2 hours before departure. Also, you can get discounts for purchasing in advance. Typically two weeks or a month in advance gets you the cheapest fares, but discounts can be available all the way up to the day of departure.

On that note, it's not strictly necessary to be very early for the bus, unless you didn't pay for priority boarding and want a choice of seats. Greyhound recommends an hour before departure so you will have time to spend money in the station shops, and a bare minimum of 15 minutes before departure to board the bus, and that seems fine to me.

You can bring luggage onto the bus. There are overhead racks which will hold airline-sized carry-on bags. You can also bring a personal item such as a laptop bag. En route, you might also purchase food at various stops and bring that aboard (see below).

When you are transferring buses, you do not need to get your luggage out from under the bus. The driver will do that. However, you do need to take it with you from the side of the bus to the side of the next bus.

En route, the driver will announce all stops. If the stop will be more than a few moments for pick up and drop off, he will also announce how long the bus will be stopped there. At major cities, the driver will also usually announce connecting routes, though that's not always practical.

One thing that's not obvious to a first time traveler is that long distance buses will occasionally make rest stops from 15 to 30 minutes. There is one scheduled on your particular itinerary, at Benton Harbor, Michigan. These are an opportunity to spend a bit of extra time off the bus, and usually also to get some food. This particular location is at a Flying J truck stop, so you should expect to be able to grab some takeaway breakfast here. You likely won't have time to do so in Chicago or Milwaukee, so take advantage of it.

Another thing is that Greyhound tickets for other regional bus companies, such as (in your case) Jefferson Lines. You'll be on a bus from a different company on the last leg of your trip. Therefore, the services offered on board may vary. For instance, there may or may not be Wi-Fi, power outlets, or a movie screening. But the basics will work the same: There will be a restroom in back, and the bus will go down the highway.