Congratulations on that new kilt. I was amazed at how lite it was also but I got used to it quickly and really enjoy a lite option. I've not had any problems with cold around the freezing mark.

The chain needs to go. It will frustrate you beyond belief trying to put it on and take it off. I suggest at least a thin belt to allow you to unbuckle it but my preference is a strap similar to the ones I make. Check out the links in my signature. The other one I highly recommend are the ones Robert at R-kilts makes that are braided. Very nice looking and easy to wear.

Let's see some pics of that kilt too.