Interesting to see that in some countries the first service has to be paid for, while in others it is "free" (in reality included in the cost of the new bike). I would have regarded the latter as normal, and good practice for Honda Authorized Service to check over and set up the bike after those initial shakedown miles.
Free or not, I would be inclined to have the first service done by the dealer, or an authorized service centre. It would help avoid any argument should there be any warranty claim.
Might be an idea to continue to use authorised service throughout the warranty period for the same reason, though provided the servicing is done according to the schedule it should not be a problem.
I have never owned a vehicle still under warranty, and have mostly done maintenance myself, following the recommended schedule. One of the attractions of the CBR250R is that it looks to be easy to maintain.
Chain and the like are surely the responsibility of the owner. Requirements vary according to operating conditions.