What is a Redirect Chain?
A redirect chain is when a URL is redirected 4 or more times before reaching a final (non-redirected URL).
An example of a Redirect Chain:
Redirect chains are different than an infinite / looped redirect in that they eventually resolve (they eventually redirect to a URL that returns an HTTP Status code that does not redirect), while an infinite / looped redirect may continue redirecting forever (or until the crawler gives up after following its maximum number of redirects).
Why It's Important
If there are too many redirects in a chain, search engines may give up following them at some point and never reach the final destination page. This means that the page will not be crawled or indexed by the search engine.
How to Fix
Redirect chains can sometimes be accidentally created without knowing about them, especially for larger sites. Redirecting from URL A --> URL B and URL B --> URL C or redirecting from URL X to URL Y, and URL Y redirects to URL Z is not a problem. But what if at some point you redirect URL C to URL X? Now you have 4 redirects in the chain, and URL X may not get indexed or could get removed from the index.
Look through the URLs and take a look at the redirect chain. See if there's a better redirection strategy that will result in users being redirected to the URL of choice, while still minimizing the number of steps in the chain.
Consider changing the first URL's redirect target to the last step in the redirect chain to cut out the steps in between. Be sure not to simply remove redirects of intermediate pages, as there could be other places that link to this URL. If the redirect is removed without putting in place an alternate strategy, you could end up with broken links or 404 errors on your site.