If you do happen to bring a bag that's too big or has forbidden items, don't worry, you won't be left high and dry. Six Flags Gurnee has lockers where you can stash your stuff - it's like a safe haven for your belongings. Just be prepared to pay a fee, because, let's face it, nothing's free in life (except for maybe the free WiFi at Starbucks)!
But here's the thing: the lockers are only available on a first-come, first-served basis, so if you're planning on bringing a big bag, you should get there early. Don't say I didn't warn you, or you might end up like me - stuck outside the entrance, desperately trying to stuff all your snacks into a tiny fanny pack. Not a pretty sight, trust me.
