A session is a way your site distinguishes one user from the other. Sessions are usually used when a website has to show unique content to each individual user (a shopping basket in a webshop for instance)
This is also why the Savvii Varnish cache will not work when your site uses sessions.
Do you want to know whether your site is using sessions?
-Start developer tools in Chrome
-Reload your page and navigate to the network tab in your tools.
-Check the 1st request (your page's html) and navigate to 'cookies'
-Is there a cookie named PHPSESSID, or something comparable (with session/ID in name)?
-If yes, varnish will not work.
Do you want to know which of your plugins is using this session? Sometimes the cookie name will give away what it is related to but if this isn't the case you will have to disable each of your plugins one-by-one, throw away the cookies after every plugin you've disabled and run the verification mentioned above again. Repeat until the session cookie no longer appears, the last disabled plugin should be the culprit.