Just oil it and rub it down well with a coarse rag. The oil and rubbing will remove any loose particles of ferric oxide and the oil will darken the surace rust and neutralize any further damage.

There's rust removal options but it won't reverse the surface damage. And if your chain is a black oxide finish sort of chain the dark "rust" spots left after the oil and wipe cleaning won't be obvious at all.

The fact that it rusted suggests that whatever chain oil you're using is less than ideal.