A session file is an XML file that contains all of the necessary information to recreate the plots and visualization windows used in a VisIt session. You can set up complex visualizations, save a session file, and then run a new VisIt session later and be able to pick up exactly where you left off when you saved the session file. If you often look at the same types of plots with the same complex setup then you should save a session file for your visualization once you've set it up so you don't have to do any manual setup in the future.