Chess pieces are the only way to obtain non valour-based blue armor. To get a piece of armor, one has to have all 16 pieces of chess items: 8 pawns, 2 knights, 2 bishops, 2 rooks, 1 king, and 1 queen. Once the set is complete, the person should take the chess pieces to the NPC who is in charge of trading them for armor.
All chess items are non-transferable after equipped for the first time and have 1/3 chance of being broken down to crystals.
Bonecrusher weapons and all helmets require having 2 sets to exchange.
You can see, which set is required for the particular item you want here: Level 1-5, 6-10, and 11-15.