(As answered in comments by @Laure) There is a difference between :
- try something / essayer quelque chose
I tried this new restaurant. / J'ai essayé ce nouveau restaurant.
And
- try to do something / essayer de faire quelque chose
I tried to not eat too much. / J'ai essayé de ne pas trop manger.
You added another question in comment between want/vouloir and try/essayer, the answer is different since it is more about "Why want to + [verb] = vouloir + [verbe]?".
It is about being a modal verb : vouloir is, but not want.
Some other English verbs express modality although they are not modal verbs because they are not auxiliaries, including want[...] -Wikipedia