This is a very bizarre story. ABC 7 has the details.
To me the strangest part of the story is the place she went missing: Wilmette, Illinois.
LATE UPDATE: (From the RAMP newsletter) You can relax now -- Sinead O'Connor has been found safe, more than 24 hours after she was reported missing. Social media completely blew up yesterday after news broke that O'Connor had gone out on a bike ride at 6am Sunday morning and had not returned. What was even more baffling was finding out she had been hanging out in the Chicago suburb of Wilmette, IL. Local police there issued a "check for well-being" on O'Connor yesterday, describing her mental state as "missing, suicidal." Sources told Chicago's WGN-TV that Wilmette police called off their search Monday afternoon after O'Connor was found safe at a nearby hotel and taken to a local hospital to be checked out. Police didn't offer any details about where O'Connor had been or how they located her.