Correct Session docstring

The online docs for the Session class are unusable because the
arguments to __init__ were not displayed.

This and other issues in the docstrings for the class are corrected.

Change-Id: Ia03b785f132f7d21ba576c0c8d634051d7127319
Correct documenting constructor parameters

When the docs are rendered to HTML, any docs on __init__ are not
displayed. The parameters to the constructor have to be documented on
the class rather than on the __init__ method.

Also, corrected other minor issues in the same areas.

Change-Id: Ic56da33f6b99fe5efb636c289e3c4e1569f0c84c