Je vais essayer de vous montrer?
I translated into "I'm going to try to show you" but I don't understand why is there a "de" after "essayer"?
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(As answered in comments by @Laure) There is a difference between :
I tried this new restaurant. / J'ai essayé ce nouveau restaurant.
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]?".
Some other English verbs express modality although they are not modal verbs because they are not auxiliaries, including want[...] -Wikipedia
Here it means "to" (the "to" that forms part of an infinitive verb, such as to drive), and it functions as a way to link "essayer/try" to "vous montrer/show you", and luckily this is how we do it in English also.
In general, "de" can mean a number of different things (https://fr.wiktionary.org/wiki/de), and much of it is grammatical and so makes sense only when considered with the words around it and its function in the sentence. But on its own, if often translates to "of" or "from". "De" is quite versatile and as a result, unfortunately, confusing. Myself I'm learning French as well and still struggle with when/where to use it.
A few verbs use the preposition " à ", a few others " de " and others nothing. According to me, there aren't specific rules, just various utilisations which some are idiomatic. http://french.about.com/library/prepositions/bl_prep_verbs.htm https://www.laits.utexas.edu/tex/gr/pre4.html ...