You can set it to no chat ever in Live Chess and there's a messages from friends only in the privacy settings.
Chat and Messages

Go to live chess and click settings. Under the 'play' tab there's a chat option with "Always" and "never". Pick never and it auto-disables chat. For every game you play.
http://i162.photobucket.com/albums/t280/greensenshi/chess_zpsbb9719b6.jpg

Hey - how did u know about that when you just joined chess.com today? The only plausible conclusion is that you had an account before, but you got banned, and this is your new account. Am I right?

ehm, you were just explaining this today?
try harder sherlock holmes
Your thumbnail pick cuts off the hat.
Try harder, Liebovitz.

MtTabor.....I have a 13 yrs old boy who plays n this site ONLY when I am around.....meaning I can check over his shoulder what is going on. I ve been playing n this site long enough to know 1) is a good site for adults 2) if you will allow your kids to play here is fine BUT keep a close eye. Disable settings on live chess can help, there are also settings you can block chat or any messages from strangers too on the account....

Well, the good part is that the system blocks you if you curse! Just got banned for a day for saying the f word hehe! ..but I agree, we should be able to disable messages! Although I enjoy it cause I love meeting ppl but I totally agree is not that safe for kids!
I'd love to have my kid play on this site once he's ready for a step up from chesskid.com, but not having a way to opt out of receiving messages and automatically disabling chat is a serious drawback. As an adult, I'm tired enough of the occasional message from a troll that, when they lose the odd game, feel the need to opine that the only way I could possibly have cracked their mastery of the game is by having used a computer. Why would I want my kid to see that kind of crap? Come on, chess.com, give us the option to turn this nonsense off.