The only difference between lumberyard wood (kiln dried) and anything you might pick up at a sawmill, an orchard, or split yourself from wood you cut, is that kiln dried wood has been brought to a moisture content of about 8%. In Ohio where you live, wood under roof air dries to about 17% m.c., where it then stabilizes. Thickness of the board determines length of time. A 4/4 board (1" thick) requires a year, an 8/4 board requires 2 years, a 12/4 board requires three years, &c.
That same piece of wood brought indoors and subjected to a winter of central heating will drop in m.c. to about 8 %. You can understand immediately the "value" of kiln drying--an air dried piece of wood at 17% used in furniture will shrink, bust glue joints, expose unfinished surfaces, warp and contort as it is subjected to a winter of central heating before it stabilizes to its new environment. That even happens with kiln dried wood on a smaller scale, as you will notice around the panels in doors that undergo the fluctuations of humidity between summer and winter. These panels are purposely not glued, but float within rails and stiles to minimize expansion and contraction and thereby keep doors fitting reasonably close.
Air dried, a year to 17%. Kiln dried wood comes to a moisture content of 8% within months of being timbered and sawed. Same for 8/4 and 12/4, too, kiln dried. Two or three months stickered after sawing to reach about 20% m.c. and less than a month, depending on the process (solar, electric, etc.) to kiln dry.
Kiln drying is not done with chemicals (except for some woodturners who use chemicals to control and speed the drying of large turnings). It is done with steam and heat. The heat dries the wood while the steam keeps the outside from drying and shrinking faster than the inside does, thereby checking and ruining the commercial worth of the wood.
In short, there is no difference to a wood smoker to concern your health or the effects upon the barbecue between air dried and kiln dried wood except that kiln dried will burn faster. However, wood is hygroscopic, and if you leave kiln dried wood outside under roof, it will again come to about 17% m.c. in the Central Ohio area.
Keri's idea is a good one. If it's expedient to go with lumber, rather than buy it at a lumber yard, where a 4/4 board has become a milled 3/4 board, consider instead buying it from a sawmill where it is still rough-sawed and air dried. Besides, you can buy it in 8/4 thicknesses there--better for q. The board you are paying about 6 dollars a board foot for will cost you about a dollar or less a board foot for hickory at a sawmill.
Incidentally, if you buy hickory at a lumber yard you might just as easily be purchasing pecan because the lumber industry does not really distinguish between them. Not so at a sawmill. You will get exactly what they tell you you are getting.
I would suggest visiting a sawmill. The trimmings from squaring up logs can be had for a little bit of nothing, sometimes just for the hauling, and if you familiarize yourself with tree identification through bark and grain (and every American should consider this ability a point of honor), you can inventory a nice diverse pile of smokewood for very little.
Sorry for length. I hoped an explanation of the process would allay some fears.