OK, here are some ideas I had reading through this topic. What you need to cap off the marble is called a bead cap. You can find them in many sizes at any bead store. I'd suggest taking the marbles with you so you can find one that fits well. The folks at the bead store can recommend the best size for you.
You will want to use a glue that is made for adhering glass and metal. E6000 is a good one. Again, the folks at the bead store can help you there too. I'm still pondering how to attach the jump ring to hold put on the chain. I'll get back to you on that.
Hope this helped even a little bit!!