How can I opt out of chess dot come gathering and using data they have collected?

There is always a way.

• Delete all social media
• Forget about any sort of online profile
• Use a good, and if possible, multiple encrypted VPN/Proxies
• Never use the same account for more than a day
• No pictures
• No names
• No personal information, and if you must divulge some of your daily activities, be damn careful of what you say
• encrypt everything 
• Forget about online purchases, this defeats the purpose of so many of the aforementioned points
• Try and avoid an ISP and stick to hotspots. If you must use your own, provide a cover up for the things you do online. If everything is a secret then you become suspicious.
• Etc.
• Why etc? Because you can never stop playing the game...

Become nothing but a nameless variable on the net that not even the great minds can solve.

Well, there's no need for all of that in most cases. After all we're not living in some dystopian world.

*Edit

• Beware of the software you load on your devices. If possible, stick to open source apps that you can observe and compile yourself.
• Crack open all your devices and modify everything that gives away a traceable address.
• Etc.

*Edit

• Ultimately, be careful concerning the use of any VPN/Proxie, it's a paradox, and you could be traced through the use of one.
• Find the underground networks, and salvage the data trafficked there for a 'safer' browsing experience. This also eliminates the need for a commercial VPN as you require special software to access an underground network, so that should do the job of hiding your activities.
• Any underground network that doesn't 'move around' is likely compromised.
• Always think 10 moves ahead, if not, you're done for.
• Etc.

Of course I'm just kidding, but still those are some good points on personal security to keep you safe from hackers. 

*EDIT

• Biometric scanners on mobile devices? WTF. I'm mind blown. I'm sitting here twitching like a muscle on electrodes...

Ahahaha...seriously  I'm just kidding .

Social media platforms are like entering an online asylum. 

Yeah, you'd have to be crazy to join.

The Iluminati already have ALL your information.

Lol nah seriously twitter was like a huge troll festival, people posting inane drivel at each other with memes and counter memes.  Facebook I just didn't get, it was like people nudging me and saying goodnight Facebook (with a picture of the moon) and good morning Facebook (with a little picture of croissants) and have a creme cake facebook.  What is with that?

If you've got a good set of friends you'll find serious discussions of serious topics.  It's especially good if you can find people willing to have meaningful discussions with people they disagree with on various hot topics.

But otherwise it's just an echo chamber for political rants and a source of cat videos, food pics, selfies, and lame jokes.

https://support.chess.com/en/articles/8598425-gdpr-and-the-right-to-be-forgotten-how-can-i-view-or-delete-my-account-data