Cleared to a fix, VOR-FMS question

During my first airline IOE I have noticed that we are often cleared direct to a fix, or a VOR. Now, even as a GA pilot that would happen often flying an IFR flight plan. However, I was generally familiar with the names of the VOR's and or way-points in the area.

Given that I will be based out of ORD, which is unfamiliar territory, I've started to wonder how to make this easier so I don't get hung up. In the FMS it will abbreviate the VOR identifiers. As an example if cleared direct Thermal, I would need to go into the FMS and move up TRM to go direct.

If you are flying in a part of the country or place where you are not familiar with the abbreviations how do you make this easier for yourself? Do you get cleared direct xyz and then look it up on the chart? Ask the controller? Ask the other pilot?
Like, as kids, we thought quiksand would be a major part of our lives, this also will end up not being an issue.
 
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