Imagine an Atom is a ball on a table.
The ball could fall from the table and release energy, but it might also not, depending on wether it is on the edge or not, is something agitating the ball/the table, etc.
There is energy stored in the ball (because of it’s height), but it might not release that energy on it’s own. It might take some time for the ball to randomly roll to the edge and fall, or be agitated and pushed to the edge by something in the environnement.
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We could have a bunch of balls on a bunch of tables, wait for some to fall and take that energy, but they don’t naturally fall often enough to be usefull as an energy source.
If we want to use these balls as an energy source, we must find a way to trigger their fall: that way we could have a lot of balls falling in a short amount of time, producing a lot of energy quickly, making it a usefull energy source.
Having to individually push balls off their tables is not feasible or efficient, but what if, when one ball fell, it could bump into other tables, causing their ball to fall, which would go and bump into other tables, etc. This is a chain reaction: if we can arrange the right conditions (having a lot of tables close to each other), we juste have to wait for on ball to naturally fall, to trigger à bunch of other balls, and before you know it we have a lot of balls falling quickly = usefull energy source.
The conditions necessary for a chain reaction to occur are very rare in nature (there is one exemple of a natural nuclear reactor in oklo, Gabon, see other comments), so big nuclear reaction/explosion are man made.
Most of the time you just get a slow, natural and random splitting of atom in the material. Enough to produce some heat and maybe affect your health if you stay close to it, but nowhere close enough to speed and quantity of splitting atoms in a man made chain reaction.
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