Are the sprockets aligned? The drive, engine sprocket, must be aligned with the rear sprocket and the chain must be in a straight line between the two. If they are offset and the chain runs at an angle between them you'll have the problems you describe.
We always suggest smoothing the sprocket teeth, especially the rear sprocket before installing it and if the engine sprocket has rough edges those need to be taken off too.
Chain tension is as important as alignment. You'll want 1/2" to 3/4" of slack. If the chain is too tight it'll run rough and be noisy. Too loose and it can bunch up around the engine sprocket and/or derail. Lubrication is needed also. A dry chain will be rough and noisy.
If you're using a chain tensioner it also must be perfectly aligned with the sprockets and chain. That usually requires that the tensioner bracket be bent/twisted a little to get the tensioner wheel to align with the chain path.
Tom