Is it safe to remove chess.app
I have deleted Chess.app from every version of Mac OS X and OS X that I've used starting with Mac OS X 10.4.x and have never had an issue from doing so.

You can use AppCleaner to do it, although you first need to uncheck [] Protect default apps in its General Preferences.

Note:  To all that have commented about not removing Chess.app, it is for each User to decide whether or not one wants to keep an app that is of no use to them and will have absolutely no side effect whatsoever in removing it, providing it's done in a safe manner.