Use requests session in down_the_wabbit_hole
Add get_authentication_cookies

A cookies file should contain the cookies for ww.coursera.org. If it
contains the cookies for class.coursera.org we will use them, otherwise
we get them via down_the_wabbit_hole. The get_authentication_cookies
does this. It replaces the set_session_and_csrftoken function.
Add login function

We store the cookies in a cookiejar instead of writing them to a
tempory file. The login function repacles the write_cookie_file.
Use requests session in get_page and get_syllabus
Use requests session for downloading
And its gone