You really don't need sessions per page unless the site requires a login of some other data that much be checked on every page. The session just binds some data on the server with a cookie in the browser and you can skip pages and it'll still reconnect.
Um, you mention this file a lot, but not everyone has one.
The web is a stateless existence. You call a page, the connection between YOU and the server dies.
Sessions are how a web site's pages can stay connected to you (the browser, client) by setting a cookie in the browser and using that cookie to connect to the session files on the server. This is how you stay logged in, this is how you keep track of someone's shopping cart, this is how you maintain state across many page navigations.
Doing anything like that? Sessions=good, use them everywhere (a global include IS a good idea then.)