"Experience" is an essay. The 16th-century French philosopher Michel de Montaigne coined the term "essay" and used it to describe short-form writing in which he used personal anecdotes to work through intellectual ideas. To understand the genre, it is helpful to know that "un essai" means "a try" in French. Montaigne wrote a huge body of essays in which he "tried" to explain his ideas. As one of the quintessential American essayists, Emerson likewise "tried" to explain many complex ideas through a combination of philosophy, rhetoric, and personal anecdotes.
"Experience" is an especially strong example of an essay because Emerson uses his son's death to work out his philosophy and, on the flip side, uses his philosophy in equal store to work out his feelings about his son's death. Neither the intellectual ideas nor the personal feelings Emerson lays bare can fall away without losing something major from the work as a whole. Additionally, the essay embodies the process of working ideas out on the page rather than presenting a complete, polished argument with a singular idea. Essays do not have to be first drafts, but they tend to demonstrate the struggle of the thinking and writing process. They might gesture at ideas that they do not pursue in full. They also might (as is the case with "Experience") try out many different ways of getting at the same idea. Because of all this, essays invite slow reading and rereading. The reader is tasked with struggling through the writer's thought process alongside them instead of sitting back and letting an argument wash over them.