Swing "Number Guesser" program
Thanks for sharing the code!

pros

Naming

Finding good names is the hardest part in programming. You did a good job here.
Especially I'd like to mention:


you followed the Java Naming Conventions
Your identifier names come from the problem domain.


Visibility

You declared all your members and methods private.
This is good since it serves both, the information hiding/encapsulation principle and the interface segregation principle. 

cons

Magic numbers

Your code contains some literal values. 

You should create constants with descriptive names for them. e.g.:

private static final int INITIAL_MINIMUM = 0;
private static final int INITIAL_MAXIMUM = 100;
private static final int TITLE_FONT_SIZE = 30;
private static final String TITLE_FONT_NAME = "Times New Roman";


Inheritance

Your NumberGuesser extends JFrame. I know that many examples out there do this but it is wrong. Your class does not add or change any behavior of its base class. It only configures it. This could also be done with an explicitly created JFrame instance.

Only extend a base class when you have to add or change the base classes behavior.

Call of JFrame.setVisible()

This call should always be the last after completely configuring the frame. 

Separation of Concerns / Single Responsibility Pattern

Each class or method in a program should have a clear responsibility. 
The instantiation of objects (using the new operator) is a responsibility of its own as well as the configuration of the GUI elements. 

Work in constructor

In general constructors should only initialize (final) object members with values passed in as parameters. 

Yes, many online resources and even official tutorials do initialization in constructors, but it is still a bad practice

Members

Member variables define the objects state. But some of your members will never change. That means they will never get a new value during life time of the object.

You should document that by making them final.