The pioneering civil rights leaders died on Feb. 17 at the age of 84. Memorial services for Rev. Jesse Jackson began on Thursday in Chicago, where the late civil rights icon, Baptist minister and politician lay in repose at the headquarters of the Rainbow PUSH Coalition -- the organization he founded in 1996 to fight for social justice. Jackson's family departed the Leaks and Sons Funeral Home on Thursday morning and their procession drove down Cottage Grove Avenue to reach Rainbow PUSH Coalition, where thousands are expected to pay their respects to the civil rights leader on Thursday and Friday. "Jesse Jackson, Sr. changed the United States -- and the world," the Jackson family said in a statement on Wednesday. "We are deeply honored to know there are people from every walk of life who want to join us to pay their respects." Jackson, who died on Feb.…