Chinchillas are a prey animal so they are very skittish if they haven't been accustomed to people from early on. Many never like to be touched or petted. It takes weeks to get them calm and tame. At first, try just sitting next to the cage and get it used to you. If it comes over to see you, try offering it a treat, slowly, don't scare it. It's best to do this at night when they are most active. Try offering it half a raisin at a time, only 1-2 each night. Hold it within reach through the bars until it gets curious and comes to nibble it. After a few days, it will anticipate your visits. Next step would be to open the door and place your hand, palm up in the opening. No touching!!! Just stay quiet and let him come to you. When you've done it awhile, give the chin a treat through the bars like before. Then when it seems comfortable with your hand, place a treat in your palm. Don't move at all! No wiggling or grabbing or holding. Just let him come to you and eat. Once he's coming on your hand, place the treat further and further up your arm and let him come out to see you. If he gets to crawl all over you, terrific! Then to get him back in the cage, use your treat to lead him back. Never chase him or it may undo all your taming efforts.

Yes you have to socialize her. I don't know about chinchillas specifically, but this advice works for all animals: Let her know that you aren't a threat to her by being around her often, speaking to her in low tones, putting your hand by her nose so she can smell you, and lightly petting her, without forcing her into anything. Allow her to move away from you without you following her and continuing to pet her. Allow her to hear your voice and see you, without you touching her at all. Allow her a space in her cage/crate where she is completely hidden (like put a box in a corner, or a blanket over a corner of the cage). Reinforce social behaviour with praise and treats, but never punish antisocial behaviour. Good luck!