The Zagreb connection indices are the known topological descriptors of the graphs that are constructed from the connection cardinality (degree of given nodes lying at a distance 2) presented in 1972 to determine the total electron energy of the alternate hydrocarbons. For a long time, these connection indices did not receive much research attention. Ali and Trinajstić [Mol. Inform. 37, Art. No. 1800008, 2018] examined the Zagreb connection indices and found that they compared to basic Zagreb indices and that they provide a finer value for the correlation coefficient for the 13 physico-chemical characteristics of the octane isomers. This article acquires the formulae of expected values of the first Zagreb connection index of a random cyclooctatetraene chain, a random polyphenyls chain, and a random chain network with number of octagons, hexagons, and pentagons, respectively. The article presents extreme and average values of all the above random chains concerning a set of special chains, including the meta-chain, the ortho-chain, and the para-chain.