In this thesis we study the essential dimension of the first Galois cohomology functors of finite groups. Following the result by N. A. Karpenko and A. S. Merkurjev about the essential dimension of finite p-groups over a field containing a primitive p-th root of unity, we compute the essential dimension of finite cyclic groups and finite abelian groups over a field containing all primitive p-th roots of unity for all prime divisors p of the order of the group. For the computation of the upper bound of the essential dimension we apply the techniques about affine group schemes, and for the lower bound we make use of the tools of canonical dimension and fibered categories. We also compute the essential dimension of small groups over the field of rational numbers to illustrate the behavior of essential dimension when the base field does not contain all relevant primitive roots of unity.