Analysis: What's Up With the Title?
"Come Sleep! O Sleep" is a pretty straightforward little title. The title encapsulates the two most obvious aspects of this poem. First, the speaker is really tired and wants to sleep. This is why he calls out to Sleep to "come" to him. We're guessing he's trying this more direct route after counting, like, 7,000 sheep.
The other thing about the title is the apostrophe. No, we don't mean the punctuation mark. We mean apostrophe in the sense of a direct form of address to something that couldn't possibly hear you, as in "O Christmas Tree, O Christmas tree" or "O sleep." This poem is about both the speaker's desire for sleep and about all the great things Sleep does. That's the deal with the apostrophe: it's a form of address that also allows one to say all kinds of nice things ("O Sleep, you're the balm of woe, the greatest thing ever, etc.").
Now, "Come Sleep! O Sleep" is part of the poem's first line, not really the title Sidney gave it. That glorious name is "Sonnet 39," but that's not very exciting now is it? That's why we, and lots of others, often call it "Come Sleep! O Sleep," because that title actually gives you a pretty good idea of what this sonnet is about: both praising and desiring sleep.