I finally finished all my links on my chain link scarf & felted it, but I'm not sure what I think of the results.... Anyway, here's how I did it, maybe yours will turn out better!
1. Loom Knit i-cords or knit your favorite "cord" with 100% wool, or any other felting yarn... Make a sample size, then knit away, connecting each other into rings.
2. Keep going!! The length needs to be at least 2 times longer than the end result should be.