First - we can’t help ourselves - a bit of history. Although chess pie is considered a Southern dish, it originated in England and became popular in both the South and New England as this country was settled.
James Beard, to be contrarian (or authoritative), says that chess pie traditionally included brown sugar instead of white, as well as walnuts, raisins or dates, and orange juice, grape juice, or sherry. He says the Jefferson Davis pie, with evaporated milk or cream, egg, sugar, flour, and salt is what became known in the South as the chess pie. In any event, the dessert most of us call chess pie is a very simple custard in a pie crust.
There are various theories about how the pie got it’s name, seeming, as it does, to imply that it might include cheese, when it does not. The theories to consider are these: