Making Sessions is not that difficult.
First you should be aware of how the driver commands work. Play around with them and figure out how they could be used to make a train do stuff. You can do this in driver by just adding various commands as you go.
Then you need to get familiar with the Session Rules. There is a manual for using them. Check your Trainz Doc file folder. These are like programming tools. They can make decisions based on various factors that you can define. Knowing a little about programming helps with these. To get a better understanding of how they work, look at the Rules in several existing Sessions.
Now you need an idea of what you want the session to include. Keep your first one simple. First plan the session - what trains need to come onto the route and when and where will they go. Do some playing around with various ways to make this happen.
Once you get everything working the way you want it ands have it fine tuned, then you can create an HTML asset that will allow you to present a help screen and other pop-up screens to guide, encourage or harrass the player when certain events occur.
Remember, you can best learn this fine art by looking at what others have done it and by then trying it yourself. If you get stuck, you can always post here with a question.
Good Luck with this one of many facets of Trainz.
David