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Lol Wtf with these responses.
>get a throw away rag and wipe off as much of that grit as you can.
>use a chain scrubber that you close around the chain (Like pictured) works really well or just a dish scrubber brush will work.
>use spray or liquid degreaser on chain and start scrubbing. Rinse and repeat. Do this a few times and it'll get clean. The dry with clean rag.
>once it's clean to your liking use a good bike Lube. Dry, wet, or Simi dry depending on your areas climate. Apply and wipe off excess then let sit for like 20min.
If cleaning and cleaning but still feels grindy check and clean the rest of your bike and get a new chain as a last resort.
I've had some nasty chains that I've gotten clean like this. Some of these other responses seem extreme and far more work than it has to be.