I tried to solve the problem with the a minimum of previous knowledge, by just doing manipulations with series for some time, and then at a certain point, identify known functions. In comparison with the other solutions presented here my method seems to start one level lower, i.e. it is more elementary.
I have found that this method can be applied also to similar related problems discussed here, for instance to Integral $T_n=\int_{0}^{\pi/2}x^{n}\ln(1+\tan x)\,dx$.
Series expansion
The integral in question is
$$f = \int_{-\frac{\pi}{4}}^{+\frac{\pi}{4}} \frac{x}{\sin(x)}\,dx\tag{1}$$
The starting point (and the main idea) is an expansion of $\csc(x)$ into a geometric series, the rest is more or less a sequel of it.
$$\frac{x}{\sin(x)} = \frac{2 i x}{\left( e^{i x} -e^{-ix}\right)}= \frac{2 i x e^{-ix} }{1-e^{-2 i x}}=2 i x \sum_{k=0}^\infty e^{-(2k+1) i x }\tag{2}$$
The indefinite integral is then, interchanging the order of integral and sum
$$f_a = \int \frac{x}{\sin(x)}\,dx = \int 2 i x \sum_{k=0}^\infty e^{-(2k+1) i x }\,dx= 2 i \sum_{k=0}^\infty \int x e^{-(2k+1) i x }\,dx\\= 2 i \sum_{k=0}^\infty \left(e^{-i (2 k+1) x} \left(\frac{1}{(2 k+1)^2}+\frac{i x}{2 k+1}\right)\right)= A_a + B_a\tag{3}$$
Here the subscript $a$ indicates antiderivative.
From here we can proceed in two directions, stick to the series and try to simplify it and identify known function in the end, or alternatively, try to identify known functions early. Both approaches have their virtues and lead to insights to the structures involved.
Late identification
Turning to the definite integral, i.e. taking $a$ in the limits from $-\frac{\pi}{4}$ to $\frac{\pi}{4}$ we have
$$A = 2 i \sum_{k=0}^\infty \frac{1}{(2k+1)^2}\left( e^{-i (2 k+1) \frac{\pi}{4}} - e^{i (2 k+1) \frac{\pi}{4}} \right)= 4 \sum_{k=0}^\infty \frac{\sin(\frac{\pi}{4}(2k+1)}{(2k+1)^2}\tag{4}$$
Now the different values of the $\sin$ appearing here are these four
$$\{ \sin(\frac{\pi}{4}),\sin(\frac{3\pi}{4}),\sin(\frac{5\pi}{4}),\sin(\frac{7\pi}{4})\}= \frac{1}{\sqrt{2}}\{1,1,-1,-1 \} $$
with cyclic repetition.
Collecting terms with the same numerator in $A$ we have
$$A = \frac{4}{\sqrt{2}}\left(\frac{1}{1^2}+ \frac{1}{3^2} - \frac{1}{5^2} -\frac{1}{7^2}+ \frac{1}{9^2}+ \frac{1}{11^2} - \frac{1}{13^2} -\frac{1}{15^2}+ ... \right) \\=
\frac{4}{\sqrt{2}}\left( \sum_{k=0}^\infty \frac{1}{(8k+1)^2}+\frac{1}{(8k+3)^2}-\frac{1}{(8k+5)^2}-\frac{1}{(8k+7)^2}\right) \\=
\frac{1}{16\sqrt{2}}\left( \sum_{k=0}^\infty \frac{1}{(k+\frac{1}{8})^2}+\frac{1}{(k+\frac{3}{8})^2}-\frac{1}{(k+\frac{5}{8})^2}-\frac{1}{(k+\frac{7}{8})^2}\right) \tag{5a}$$
Proceeding similarly with $B$ we find
$$B = \pi \frac{1}{8 \sqrt{2}}\sum _{k=0}^{\infty } \left(\frac{1}{k+\frac{1}{8}}-\frac{1}{k+\frac{3}{8}}-\frac{1}{k+\frac{5}{8}}+\frac{1}{k+\frac{7}{8}}\right)\tag{5b}$$
The sums appearing are convergent and we could evaluate them numerically. But the conventional path is, of course, to identify them with known series.
All terms can be covered by this sum
$$\sum _{k=0}^{\infty } \frac{1}{(k+p)^s}=\psi ^{(s-1)}(p)\tag{6}$$
which can be expressend by the polygamma function.
This formula can be directly applied to $A$ giving
$$A = \frac{1}{64 \sqrt{2}}\left(\psi ^{(1)}\left(\frac{1}{8}\right)+\psi ^{(1)}\left(\frac{3}{8}\right)-\psi ^{(1)}\left(\frac{5}{8}\right)-\psi ^{(1)}\left(\frac{7}{8}\right)\right) \simeq 3.01152\tag{7a}$$
For $B$ there is the little difficulty that the series on the l.h.s. of $(7)$ is divergent just for the required $s=1$. But the formula gives the analytic continuation which remains finite.
Hence
$$B =\frac{\pi}{8 \sqrt{2}} \left(\psi ^{(0)}\left(\frac{1}{8}\right)-\psi ^{(0)}\left(\frac{3}{8}\right)-\psi ^{(0)}\left(\frac{5}{8}\right)+\psi ^{(0)}\left(\frac{7}{8}\right)\right)\simeq -1.38446 \tag{7b}$$
We shall see below that $B$ can be simplified appreciably.
Hence the integral can be expressed by polygamma functions as shown:
$f = A + B \simeq 1.62706$.
Early identification
In $(3)$ let's get rid of the summation over odd $k$ by appliying the filter $\frac{1}{2}\left(1-(-1)^k\right)$ giving
$$A_a = 2 i \sum_{k=1}^\infty \frac{1}{2}\left(1-(-1)^k\right) \frac{e^{-i k x}}{ k^2}= i \sum_{k=1}^\infty \frac{(e^{-i x})^k}{ k^2}-i \sum_{k=1}^\infty \frac{(-e^{-i x})^k}{ k^2}= i \left(\text{Li}_2(e^{-i x})- \text{Li}_2(-e^{-i x})\right)\tag{8a}$$
$$B_a= -2 x\sum_{k=1}^\infty \frac{1}{2}\left(1-(-1)^k\right)\frac{(e^{-i x})^k}{ k} = -x \left(\text{Li}_1(e^{-i x})- \text{Li}_1(-e^{-i x})\right)\tag{8b}$$
Here
$$\text{Li}_s(z) = \sum_{k=1}^\infty \frac{z^k}{k^s}\tag{9}$$
is the polylog function.
For $s=1$ we have $\text{Li}_1(z) = - \log(1-z)$ so that
$$B_a = - x \left(- \log(1-e^{-i x}) + \log(1+e^{-i x})\right) = x \log\left (i \tan(\frac{x}{2 })\right)\tag{8c}$$
Now the definite integral is easily obtained from the antiderivatives, leading to
$$A = A_a(x=\frac{\pi}{4}) - A_a(x=-\frac{\pi}{4})\\= i \left(\text{Li}_2(e^{-i \frac{\pi}{4}})- \text{Li}_2(-e^{-i \frac{\pi}{4}})\right)-i \left(\text{Li}_2(e^{i \frac{\pi}{4}})- \text{Li}_2(-e^{i \frac{\pi}{4}})\right)\\=
-i \left(\text{Li}_2(e^{i \frac{\pi}{4}})- \text{Li}_2(e^{-i \frac{\pi}{4}})\right)+ i \left(\text{Li}_2(-e^{i \frac{\pi}{4}})- \text{Li}_2(-e^{-i \frac{\pi}{4}})\right)\tag{10a}$$
$$B = x \log\left (i \tan(\frac{x}{2 })\right)|_{x\to \frac{\pi}{4}} - x \log\left (i \tan(\frac{x}{2 })\right)|_{x\to -\frac{\pi}{4}}= \frac{\pi}{2} \log \left(\tan \left(\frac{\pi }{8}\right)\right)\\=
\frac{\pi}{2} \log \left( \sqrt{2}-1\right)\tag{10b}$$
Here we have used the trigonometric identity $\tan \left(\frac{\pi }{8}\right)=\sqrt{3-2 \sqrt{2}}=\sqrt{2}-1$.
Discussion
periods appearing
polylog or polygamma ?
other bundaries ($\frac{\pi}{q}$, $q=2,3,...)$
related integrals like $\int x^n \csc(x)\,dx$, $\int (e^{t x}-1) \csc(x)\,dx$, $\int \frac{x^n}{1-e^{i x}} \, dx$
(to be completed)