If you would like to say you have difficulty playing chess, I would probably only say: "Playing chess is hard for me." The other sentence is somewhat correct, but awkward, and not really used. Also, just so you are aware, you should say, "Do these two sentences have the same meaning?" instead of "does" and "sentence" because two sentences is plural. All the best to you.

They both have the same meaning, however the I don't believe the second sentence is grammatically correct, or at least, it sounds awkward to a native speaker. Whilst the first sentence is grammatically correct, I would personally opt for 'I find playing chess (is) difficult', or more simply; 'Chess is difficult'.

Yes, Mina they mean the same thing but the first sentence sounds like a more normal flow of English. The second sentence sounds slightly poetic, although you can say that and it will sound a little unique. :)