>>1264478 WD40 is a good cleaner but it probably turned the dry grunge into wet messy grunge that got everywhere, you have to wipe the dirt off after (use a rag and not the good towels).
It's hard to do a good job that way though, I take my chain off with a master link and drop it in a jar with some degreaser but you can get gizmos like this that will scrub the chain while it's on the bike (they work, but I haven't used that particular one). A clean chain lasts longer and runs faster, it's not just about it being icky to touch.
I got a bit of grease on a tea towel when I took my chain off just now and it came out with dish soap and the citrus degreaser I use on the chain.