Periodical chess problems by RSS
It's not an RSS feed, but if you're after Chess puzzles, in addition to the daily puzzle and free tactics, Chess.com also has a variety of subscription options that offer unlimited daily tactics puzzles (and computer workouts).

If you then download the Chess.com app for your smartphone, iOS or Android, (or set up email alerts), you will can be reminded with notifications (in addition to having an endless and expansive Chess resource). Not RSS, but a considerably better alternative I think.