An essay is a discussion of a topic from an author's personal point of view, as influenced by subjective experience and personal reflection. Topics may include actual happenings, issues of human life, morality, ethics, religion and many others. An essay is, by definition, nonfiction and often expository.
Michel de Montaigne was the first to produce such writings (or at least was the first acknowledged to have done so) with his Essais, which were first published in 1580. Montaigne, trying to get over the loss of his close friend, confidant, and perhaps, lover, Etienne de la Boetie, coined the term 'essai' from the french verb essayer meaning, 'to try'. Ostensibly Montaigne was 'essaying' to replace the loss of his conversational partner, La Boetie, with coversations with himself.
see also Francis Bacon