Remove duplicate connect method from session

The Session.connect method is defined twice with minor differences. I
removed the first one to ensure the behavior remains the same, and
because I couldn't quite make sense of it. The first method depended
upon another method, Session#establish_connection, which doesn't
appear to be called anywhere else. I removed that method too.

I don't have specs fully working on my (archlinux) box, but all but 3