There are two ways to open a Session. If it is displayed/visible in the Project Explorer window but grayed out, right-click and select 'Open Session'.

Alternatively, simply double click on the greyed out Session to open it.

However, any Sessions that are hidden would not visible in the Project Explorer. To open a hidden Session, make the appropriate selection from the context menu from the Project node as shown in the following figure. Note that if there are no hidden Sessions, this option will be grayed out.

The "Show Hidden Sessions" option will open a dialog that lists all hidden Sessions.  Make a selection and press 'OK' to open the Session or Cancel to quit.