Watch this video on adjusting and aligning the chain -
http://www.canyonchasers.net/video/howto/chain.php
Can't say I have any idea how that would have happened, but check everything over, replace what's required, and make sure you have the wheel pulled forward tightly and the axle nut torqued to the required spec (98 Nm or 72 Ft Lbs.)
Torque specs for New Gen -
https://faq.ninja250.org/torque/ex250j/
More Ninja Final Drive maintenance and adjustment info -
https://faq.ninja250.org/wiki/Final_Drive