Chains of coupled oscillators exhibit energy propagation by means of waves, pulses, and fronts. Nonreciprocal coupling radically modifies the wave dynamics of chains. Based on a prototype model of nonlinear chains with nonreciprocal coupling to nearest neighbors, we study nonlinear wave dynamics. Nonreciprocal coupling induces a convective instability between unstable and stable equilibrium. Increasing the coupling level, the chain presents a propagative pattern, a traveling wave. This emergent phenomenon corresponds to the self-assembly of localized structures. The pattern wavelength is characterized as a function of the coupling. Analytically, the phase diagram is determined and agrees with numerical simulations.