Getting out of Lille seems to be very difficult, you might opt to take a train or bus to a nearby town, such as Arras.
A1 South toward Paris
Lille is expensive and is not very comfortable for the outdoorsperson. You probably wont have much of a problem with the police, but the drunks taking being a lunatic very seriously and they don't ever seem to pass out and leave you alone. As a result, you'll be met with all sorts of unwanted babeling conversation and one even tried to strangle Zactalk with a belt. Gare Lille Flandres is especially unhospitable.