Should i create my own first chain link? or do you have the asset file for the chain link that i can download?
Shift + A, add a torus with the following settings:
Tab into edit mode, press 1 for vertex select, and remove the vertices so you are left with one kwarter of the torus.
Add a mirror modifier with the axis set to x and y. Turn off clipping.
Pull out the torus from the center on the x-axis while also holding down the crtl-key for snapping. Create a gap as shown on the screenshot below.
Turn on clipping in the mirror modifier. After that, select the outer edge loop and extrude it to the center along the x-axis. Again hold ctrl to snap in increments. You should now have the first chain link.
If you are happy with the end result, apply the mirror modifier. You can scale the torus in edit mode to your liking.
Hope you can follow along with the tutorial from here.