'Of' indicates something's origin or composition.
A bar of gold = a bar made from gold
Mary of London = Mary, who comes from London (every person's name used to say where they came from in this manner, but has since been replaced by last names).
George of the jungle = George, who is from the jungle
It can be extended to possession:
Marie's car = a car of Marie
George's couch = the couch of George
The son of Bill = Bill's son
King of the jungle = The jungle's king
Lord of the Rings = The rings' lord.