There are many vintage chains out there that are gold filled. Most people had gold filled chains anyway back in the day. They are not that expensive.
You need to worry about how you plan to attach it to your clothing and matching the vintage of the chain to the vintage of your watch. For example, if you plan to wear your watch in a vest, then you want a T-end chain that goes into a button hole. If you plan to wear your watch in pants pockets, then you probably want a spring ring to attach it to a belt loop.
Early 18 and 16 size pocket watches require a heavier chain. By the 1920s and 30s 12 and 10 size watches were more popular. Lighter chains were used with these smaller watches.
Those who could not afford a chain, used leather straps. This started with railroad men who cut a piece of leather fringe from the cab. These fringes hung down to warn them from hitting their heads on low edges in the cab. You can get leather watch straps at many places. Just Google search "leather pocketwatch straps" and you will find many sources. Short of that, leather shoe laces will do.
Can you tell us about your watch? If you have the make and the serial number from the movement (not the case), we can date it. This is assuming it is an American watch.