Making a platinum chain
Why not start with a copper chain and see how much fun it is before the expense of platinum ? Copper wire is readily available in giant size range. Platinum wire sizes will be limited. They seem to be in about the same strength range depending on the amount of cold work. When our technicians wound custom heating equipment with platinum wire , there was no problem working it, no special handling (other than to lock up the spool of wire when finished). . I expect you will want annealed wire . If you need to soften it after working it needs only about 1400 F which you can get with a gas stove or propane torch.