chess is derived from the Persian word for king, shah. From there, we get the German Schach, and the English word chess comes from that, as does the word check (even the check you write while paying for the pizza).
H.J.R. Murray, A History of Chess (1913) delves into the etymology.
Chess was actually named by a frustrated player who kept saying "Sheesh!" every time his opponent outsmarted him - which over time got shortened to "chess"