The chain helps build the structure for the piece to rest upon. It is also the first thing you learn when starting crochet. This will help you establish muscle memory in knowing the structure of a Single Crochet. Knowing how to chain can also expand your creativity with what is possible with amigurumi; like crocheting accessories for future projects.
Making a slip knot for crochet is reminiscent to tying one's shoelaces. You pull a loop through a knot that tightens, locking it in place. You can determine the size of the loop you need when it's around a crochet hook.