You should change ur pfp. Unfortunately people are disgusting when they have a certain anonymity.
Unwanted Photos In Messages

I believe that if you receive a message from a non-friend, that all images are off by default, and a little eyeball icon appears in the top corner of you want to see the image.
Also, obviously, you should report all members like that. You can email staff at contact@chess.com.

OP has 2200 "friends" on chess.com, many of them with pfps of guys without shirts on. Meanwhile op looks like a lady of the evening... saying these pictures are "unwanted" is an ignorable attention grab.
Learn how to live without other people's attention.
Learn to live with being sexually harassed? Got it.. Just because I'm a woman doesn't mean I should have to live my life any differently here on this site. I choose to show my face and should be able to do so without getting explicit photos in my inbox from predators. Stop apologizing for them and start demanding better from men.

This is a good idea and I thought I might have seen this behaviour on the web when receiving DMs. I’ll have to test. I can certainly share it with the team (no guarantees it will make the product roadmap).
Note: No one should ever have to accept sexual harassment. I think we do a good job at quickly addressing content and users like this if you use the report button on the content (I know this wasn’t your question… just want to make sure people report content so we can respond as quickly as posaible).

I have confirmed. This is the default behaviour when accessing chess.com via a web browser. Images and links are not displayed and you must click a button to reveal them. Please see the screenshot below.
I expect you may be using the mobile app.
I'll still share the feedback. In the meantime, you can use a browser or enable chat/messages from friends only in privacy settings (I know it's not ideal, sorry).

I keep getting sexual pictures from guys and girls in my inbox. It's a super common thing these days.
It would be nice if this site could create a feature so that pictures don't auto display when you open a message. A feature like Instagram where photos are hidden/blurred out until you choose to reveal it would be better. I understand that clubs use photos to promote events but getting explicit photos every other message from weirdos is annoying.
I like chesscom because of the community aspect but I can't even open messages or make friends anymore. Is there a setting to disable photos from messages that I missed?
@nessizzleI think you received some great feedback from @AwesomeAtti.
I want to encourage you to report each and every instance of this unwanted behavior. Click on the gray (!) exclamation mark when you tap on the username, and then click on "Report". Look for the option button titled "Sexual Harassment" and click on "Block" at the bottom of the pop-up
I keep getting sexual pictures from guys and girls in my inbox. It's a super common thing these days.
It would be nice if this site could create a feature so that pictures don't auto display when you open a message. A feature like Instagram where photos are hidden/blurred out until you choose to reveal it would be better. I understand that clubs use photos to promote events but getting explicit photos every other message from weirdos is annoying.
I like chesscom because of the community aspect but I can't even open messages or make friends anymore. Is there a setting to disable photos from messages that I missed?