In 1572, Montaigne began writing a series of essays, or Essais, as a way to occupy his mind. This project proved revolutionary.
Before Montaigne, writing was typically public and purposeful. In the early modern period, it was extremely rhetorical, or audience-oriented. Montaigne, on the other hand, wrote these essays, or "attempts," as a way for him to contemplate his own thoughts. Many of the topics are read today and offer valuable insights on the human condition; others are seemingly very trivial.
Bacon's essays engage in the same enterprise: recreational thought designed to contemplate the mind in action. This same metacognitive activity seems to have influenced others, including Shakespeare in Hamlet.
This more casual or private thinking and writing is signaled by the less serious-sounding preposition, "of." Each little essay appears almost as many a blog post would today: unrelated to what goes before or after, ephemeral in its purpose, reflective rather than argumentative. This title seems to pre-empt anyone from taking the essay too seriously as a work of finished and fixed thought, even if Bacon meant what he said.