anyone know what a prayer chain is??

Is that a literal chain? Like there's that jewelry that has a thing called a prayer box. Or did you mean 'chain' like as in an order of people? Where'd you hear it?

I overheard someone on her cell phone say, "I'm putting you on my prayer chain."

I looked it up. It's a praying network or circle. When people within the circle have a particular issue they keep each other included, when members find out about other people and issues to pray ...