Chapters are mission items that drop randomly on Monria mobs. 4 different chapter exist, one drop on each mobs.
Shoggot : Chapter 1
Yog : Chapter 2
Cultist : Chapter 3
Shub : Chapter 4
If you gather these 4 chapters you can have the Horn of Zagol (not sure about the name) wich provide extra 3% reload and is bound to your account.
But it seems that drop rate is rarer than before, maybe because a drop can only happen if chapters are conssumed from other players and unfortunatly many hunter stock them for month or years before finishing the mission.