Welcome.
This is a good resource for all things Ninja -
https://faq.ninja250.org/wiki/Ninja250_Howto
Here's the chain section -
https://faq.ninja250.org/wiki/Final_Drive
As TJ noted, best to make sure the chain is in good condition, properly adjusted, and lubed to prevent any issue on the road.
I also recommend checking the condition and age of your tires (as I always do...). Tires are very important for your safety, so look them over closely for drying and cracking and check the date on the sidewall. It's 4 numbers in an oval like "2409". The first two are the week of the year (24th week), the second are the last digits of the year (2009). Anything more than 5 years old is pushing it in my opinion.
Some good how-to videos covering chain cleaning and adjustment, among other maintenance items -
http://www.canyonchasers.net/video/