The kingdom of heaven is like unto a certain king, which made a marriage for his son,And sent forth his servants to call them that were bidden to the wedding: and they would not come. Again, he sent forth other servants, saying, Tell them which are bidden, Behold, I have prepared my dinner: my oxen and my fatlings are killed, and all things are ready: come unto the marriage.

But they made light of it, and went their ways, one to his farm, another to his merchandise: And the remnant took his servants, and entreated them spitefully, and slew them.

But when the king heard thereof, he was wroth: and he sent forth his armies, and destroyed those murderers, and burned up their city.

Then saith he to his servants, The wedding is ready, but they which were bidden were not worthy.

Go ye therefore into the highways, and as many as ye shall find, bid to the marriage.

10 So those servants went out into the highways, and gathered together all as many as they found, both bad and good: and the wedding was furnished with guests.

11 And when the king came in to see the guests, he saw there a man which had not on a wedding garment:

12 And he saith unto him, Friend, how camest thou in hither not having a wedding garment? And he was speechless.

13 Then said the king to the servants, Bind him hand and foot, and take him away, and cast him into outer darkness, there shall be weeping and gnashing of teeth.

14 For many are called, but few are chosen.” (Matthew 22:2-14 KJV)

Trying to enter Heaven without actually being saved means not having the garment. God chose the nation Israel as His chosen people from the beginning. God announces to them that there will be a Messiah to come that will pay for the sins as the final sacrifice to replace the sacrificial system of the Law. The Pharisees knew this, that is why they sought to kill Jesus for blasphemy stating He is the Messiah foretold.Even after all the miracles and all the prophecies Jesus was fulfilling that identified Him as this very Messiah they believed would one day come, they just refused to believe it was Jesus.
Jesus was speaking to the Pharisees who believed because they were Jewish, and they relied on the fact that God gave Moses the Law, and that believed on their self righteous works to save them. But Jesus comes and starts telling them WRONG. Salvation is not by good works nor because they are Jewish. Jesus tells them He is the Messiah that was to come.We Jesus do this from the very beginning of His ministry at the Synagogue in His home town of Nazareth. Everyone knew Jesus as ‘the Carpenters son’. They sought to stone Him for reading the prophesy about Messiah in the Synagogue and then proclaiming HE WAS THIS MESSIAH NOW COME! (Luke 4:16-21)
The mistreated slaves in the parable in Matthew 22 are the disciples who would one day become Apostles. The very people God chose, the Jews,  from the beginning rejected Jesus as Messiah and started persecuting Christians and the Disciples.
Christ came and preached to who? The nation Israel – the Jews. In essence, God sent Jesus and prepared a marriage to all those who will believe in Him for righteousness. He was sent to God’s chosen people first, the Jews. What did they do? They mostly rejected Christ. In unbelief the unbelieving Jews did not receive the garment of Salvation through BELIEF ON CHRIST ALONE (John 3:14-18, 6:37-40).
In unbelief, the Jews crucified Jesus, The Christ, their own Messiah. God was angered and so he set their cities on fire. That happened in 70 AD after Christ was crucified.
And then God now sends out the marriage invitation to the GENTILES. Non Jews. Now no longer just to the Jews.. but to the MAIN HIGHWAYS.. to EVERYONE. And Gentiles are all of us today. We see later , after Christ is ascended that He sent Apostle Paul to preach the New Covenant of Grace which until then was a mystery. And many of them will come (and still are coming to Christ today) to belief and attend the marriage celebration which will happen after the Rapture of the church, the Bride of Christ.
But anyone that comes to God by any means other than through belief on Christ, will not be allowed. Good works does not give them the wedding garment. They are not saved. They have no GARMENT of Salvation.This person could not even explain WHY he has no garment nor how to get one.
Who are the CHOSEN? All who have accepted and belief on Christ for Salvation. They are the chosen. They have been given the garment of eternal life, in Christ.