Your opening statement states that you want to say whether there is a session next time. If you are the person providing this information (that is, if you are the instructor or group leader), then it would not be put in the form of a question. You would simply say: "There will be a session next time." Or if there will not be a session, then: "There will not be a session next time." However, if you want to ask someone else if there is a session (that is, if someone else is the instructor), then you would put it in the form of a question: "Will there be a session next time?" The instructor should answer either yes or no. So in the end it depends on whether you are the one providing the information or someone else is providing it. I hope that helps!

Will there be a session this Sunday or you can say Will we have a session this Sunday.

Yes. "Will there be a session on Sunday?"