Before extracting any data from chat, you need to get a Session-Key. You can either do this by opening reddit chat in a browser, authenticating, andd look in Web Developer / Inspect Element / Whatever for a request containing a Session-Key header.
Alternatively, you can use the dump-session-key option to extract it. Send your username / password / 2FA (optional) using either command line options or via environment variables of $REDDIT_USERNAME, $REDDIT_PASSWORD, and $REDDIT_2FA.
Copy that key (it's good for ~1 week, I'm told). Pass it with -k KEY whenever you call this script, or set it globally using export REDDIT_SESSION_KEY=xxx.
pipx install git+ssh://git@github.com/mikeage/reddit-chat-archiver
reddit-chat-archiver -h