Scroll up to the very top of the page that comes up when you go to chess.com and on the right you will see the login you want.
Login without Facebook.
Sort:
I cannot login directly.... I must login via Facebook and I don't want to login that way anymore.
From your Chess.com app in Facebook, click on “Account” from the top menu bar.
The second option down on the left is “Password”. Click on “Change your password…”
The next screen will be:
From here, you can create a password that will allow you log into Chess.com from the main Chess.com site 
Hello.... I followed your intructions but I cannot change password as I do not have a current password for Chess.com!! As a Facebook member, I do not need any Chess.com password.
I' will soon deactivate my Facebook account permanently.... How can I login directly to CHESS.com without login via Facebook??
OK, I think this will work for you.
Go to http://www.chess.com/home/account.html
Choose the link to Merge Facebook/Chess accounts
I'm not 100% positive it will transfer a premium membership but it should allow you to use your current account and still have the games you had started. If the premium membership doesn't follow you could always open a ticket, though I would do that part before closing your Facebook account.
I tried to merge accounts but:
Error #717: This account is already a premium membership. Not able to automatically merge. Please contact support for help. I'm still waiting for the support team to help. 
CarlosRCarruego wrote:
I tried to merge accounts but:
Error #717: This account is already a premium membership. Not able to automatically merge. Please contact support for help. I'm still waiting for the support team to help.
Yeah, I did some searching after I posted that and saw in the past they had the problem. I just figured they had it fixed by now.
Your quickest bet is to open a ticket on the issue: http://support.chess.com/Tickets/Submit
Just be sure to choose the right options.
As I never played here on Chess.com(always played on Facebook), I just realized that I do have an email address here. I cannot access it as I forgot my password. When I ask the site to send me the password, they send it to my chess email account, which I can't access because I do not have the password.
This is so confusing and I don't seem to get assistance from CS. Help!!
If you close your Facebook or cannot access your Account, I can set you up with a temporary password that will enable you to log in directly to Chess.com, which I have done. I have already sent this information to you on your support ticket. Let me know if you're not receiving the responses please.
Hello... I'm a premium member and I login to chess.com via Facebook. I want to login directly to chess.com(without login in via Facebook) as I deactivate my Facebook account(to reactivate it I need to wait 24 hours but I'll probably delete my FB account). I currently playing 4 tournaments and I don't have access to the games. :((
Any help? I just created a new chess.com account but I want to keep my paid membership(and renew it). Thanks!