Can buy master and half links at hardware stores. Less than 3 bucks. Ya want just a little slack in the chain. Not enough for it to bunch/slip off.
The right thing to do is replace the sprocket. I'd try seeing how long I could get it to work with a missing tooth but I am well scared and have lost the ability to feel pain. So don't do that. But i would.
Bring chain with you. Tractor supply or the like would be best. Or an old world hardware store and look for the oldest guy there for help.
(not kidding)
(about the old guy)
I bought one of those unbranded 4 stroke 49cc engine kits off eBay. I only got to ride it for 2 days before the gearbox chain kept popping off every 5 min from being to loose an there's no master link on it to take a link out and didn't see another way to tighten it. Well it finailly broke a tooth on the small gear and I cannot find the gear anywhere and the guy I bought it from doesn't have or sell them. It's a 9 tooth gear. Can anyone help me find one that would work for it, I really don't have the cash to upgrade to a belt drive or replace it with another single chain gearbox either. Just need this damn gear lol.