Turns out no one really knows why it's called Chess Pie. There are theories, including the possibility that it's a corruption of Cheese Pie, and that in the South, whence comest this culinary delight, pies used to be stored in a piece of furniture called a "pie safe":
But my favorite theory (which, as a native Southern speaker, makes total sense) is that the name derived from saying it was "just pie" ---> "jes' pie" in the vernacular, and that became chess pie.
Anyway, I also found (whilst searching for the why) this old recipe from Martha Washington's Booke of Cookery
To make very good chee[secakes without] cheese curd
Take a quart of cream, & when it boyles take 14 eggs; If they be very yallow take out 2 or 3 of the youlks; put them into [the] cream when it boyles & keep it with continuall stirring till it be thick like curd. [Then] put into it sugar & currans, of each halfe a pound; ye currans must first be plumpt in faire water; then take a pound of butter & put into the curd a quarter of [that] butter; [then] take a quart of fine flowre, & put [the] resto of [the] butter to it in little bits, with 4 or 5 spoonsfulls of faire water, make [the] paste of it & when it is well mingled beat it on a table & soe roule it out.. Then put [the] curd into [the] paste, first putting therein 2 nutmeggs slyced, a little salt, & a little rosewater; [the] eggs must be well beaten before you put them in; & for [your] paste you may make them up into what fashion you please..."
Pretty cool ,eh?