I have played many games and have maybe had a handful of donkeys start talking out of their butt. They have been from varying countries. Just close the chat window. There are three universal truths in play here. One, silence drives donkeys crazy. Two, ignorance, sadly, is not confined by geography. Three. closed minds rarely come with closed mouths.
After all, this is just a game. Actually, it is a pretend game of simulated golf. Just don't let a dummy sitting in a dark basement get to you. If a pretend computer game gets you going, what happens to you when real life things come up?
So, to summarize, close the chat window and ignore it. If it is threatenig, racial, bigoted...just take a screen shot and report it. Wasting more than a moment of your life on a donkey is pointless.