Of means ABOUT. Originally, I think the OF is taken from the Latin "de". It appears in many legal phrases such as DE FACTO.
Very often, even today, in Spanish, legal texts will have sections of a contract that begin with the word DE (OF). That is not translated into English. One just says: The Prices, and not: Of the Prices, as the Spanish does.
I suspect (but cannot prove) that in Medieval or earlier Latin and probably in Greek originally, treaties were written on subjects (say, philosophy) and often the idea or subject was a list of items on the same topic. Here is a very good example, St. Thomas Aquina's Summa Theologica.
Look at the titles: See how Treatise ON repeats over and over?
TREATISE ON THE CREATION
TREATISE ON THE ANGELS
TREATISE ON THE WORK OF THE SIX DAYS
TREATISE ON MAN
TREATISE ON THE DIVINE GOVERNMENT
That ON [meaning ABOUT] would be DE probably in Latin. And there is always lurking in the background the idea of some type of text:
[A Novel] of Mice and Men
[A Story] of Time and the City.
[A Tale] of Corset's Mine
Eventually, the type of text was simply dropped and people just started using OF as the first word.