An Event will generally contain one or more Sessions. When an Event has a large number of Sessions, each Session can be assigned an Event Session Group. If you are using Session Groups, it is generally the best practice to add them as soon as the Event Record is created, to ensure that constituents do not register for overlapping sessions.
Staff can group sessions together to give context around each, and order each session within its group to display sessions exactly the way you want.
Every event must have at lease one session group with a session.