How do I apply gravity to a chain? I've never used physics in Blender before so I just have a quick question about the workflow. I've created a chain using the Array Modifier and made sure none of the meshes are intersecting, but what I would like to do is attach the first and last link to a fixed point and let gravity work its magic. However... I have no idea where to even start. Any help will be greatly appreciated. Thanks.

UPDATE: I've applied Rigid Body physics to each link and also a Constraint between each, but when I run the simulation the links just go crazy. Does anyone happen to know where I'm going wrong?:



UPDATE 2 (final): I removed the constraints and set the shape to "Mesh" rather than "Convex Hull" and everything is working perfectly. Thanks.
Step 1: 
To apply physics on objects you first need to go to the properties physics tab and enable rigid body on this object.





Step 2: 
If an object has to function as a hook/pin object that has to stay at its initial place, set it to Passive. 
If an object has to to function as a dynamic physics object, set it to Active.

Step 3: 
Select two of the physics objects and go to the 3D viewport physics tab. Hit connect and a new rigid body constraint empty gets generate.





Step 4: 
continue until the entire chain is connected. It should look sth like this:


 


Step 5: 
Setup the rigid body constraints of your chain.
this part needs to be tweaked to your specific needs so there is no concrete setup. But for a generic metal chain this values should be good: 





Step 6: 
 Run your animation! But make sure you have enough frames in your timeline. The physics will only get calculated to this point. if it is not enough, raise the number.