Some people find them annoying, some people love them, but should you share them?
What's the risk?
The risk is that you are spreading a virus, fake news or an advertising link to your friends.
These are some of the reasons why people create these chain mails, others just want to be the creator of some massive chain mail that goes around Facebook. The simple fact is people create annoying, debilitating or damaging things.
How is it risky?
If there is anything attached to the Facebook message then it could hold a virus. The problem with this is that Facebook was created as a more visual medium, so you can share certain files (like GIFs) that have code embedded in them to make the video portion work without Facebook treating that as a separate attachment. Most email filters will pull anything like that out and treat it separately so you have some warning. You can also attach files to Facebook messages in the traditional sense, but again it looks slightly different to how an email looks. For the uninitiated, those who aren't particularly computer savvy, this could be a good way to sneak a virus through.
And those adds ....
The other thing that these chain mails try and do is spread adds, sometimes disguised by a cute picture, sometimes they get spread because the person passing on the chain mail didn't check the link and it is a link to an add for Rayban sunglasses.
What should you do?
In reality, people aren't going to stop forwarding emails or Facebook chain mail any time soon. Be very careful when you get one, double check that it doesn't have any virus or malware attached to it, and check that any links actually go where they say they go so you aren't spamming your friends with adds for Rayban sunglasses.