You can try using kerosene and a brush to remove the rust. Mind you it’s messy, and you need to wear gloves while using it and cover the other parts of the bike that might get kerosene on it if you do it while it’s on the bike. Some people use WD-40, but this can and does damage your chain after prolonged use. You can see what it will do here (scroll down to the update):
Or you could just buy a new chain.