func NewSession(ro *RequestOptions) *Session {
	if ro == nil {
		ro = &RequestOptions{}
	}
	ro.UseCookieJar = true
	return &Session{RequestOptions: ro, HTTPClient: BuildHTTPClient(*ro)}
}
NewSession returns a session struct which enables can be used to maintain establish a persistent state with the
server
This function will set UseCookieJar to true as that is the purpose of using the session
package grequests
import "net/http"
type Session struct {
	RequestOptions *RequestOptions
	HTTPClient *http.Client
}