change "session" to "lesson"

[PythonCHB]

In various palces in the docs, we talk about "sessionXX", which was teh terminiolgy I used back in teh day.

But now it's all structured around "Lessons", so we should clean that up.

The key place is in instructions for submitting work -- somewhere it says to create a dir called "session01" -- and it should be "lesson01" -- frankly, I don't care what studetns use, but some try hard to follow instructions, so they should be consitent.