I think you're referring to the "Top Sites" feature. These will change based on how often you visit sites. You can pin sites so that they don't change.
I don't get why there are Top Sites, Bookmarks, Bookmarks Toolbar (a special thing), and Collections. There are way too many ways to manage saved urls.Then providing access to exactly 0 of them when in the address bar is even more vexing.
Yeah, it doesn't make much sense. They already have the a context menu when you long press a tile. I don't know why they don't allow you to pin from there.
In this kind of interface usually the edit functionality is on the tiles itself. It confused me until just now.