Easiest way to remove a chain master link / masterlink
You have to remove the tension from the chain. One way is using a small piece of wire to slacken the chain such as this one made by Topeak:


which you hook in a few links to the left of the quick link and a few links to the right. 

Another way is to use the rear derailleur. Then, just pinch them together and slide your fingers opposite ways.

If that still is too hard, you can use a tool like the Park Tool MLP-1.2 or a pair of needlenose pliers as a substitute.