[bambax]

This book

How to Live: A Life of Montaigne in one question and twenty, by Sarah Bakewell (2011)

is an incredible introduction to Montaigne. I greatly enjoyed it and recommend it fondly to anyone's interested in the man or what he had to say.

[tbcj]

Agreed - how it contextualizes the time and place for Montaigne when writing the essays is invaluable to understanding the essays and how he changes over time.