Is Sessions created Automatically after the first request?

I'm newbie in web dev and I have some confusion about Sessions.

I know that :

A session is the total period of time devoted to an activity. In computer systems, a user session begins when a user logs in to or accesses a particular computer, network, or software service. It ends when the user logs out of the service, or shuts down the computer.

From this definition, I conclude that as soon as the user enters, a session is created Automatically.

BUT in many web programming language API, there are some method for creating a session after the first request!. such as Java:

request.getSession(true);

Oracle Docs:

Returns the current session associated with this request, or if the request does not have a session, creates one.

How is it possible that the client has been connected to the server and has sent a request for server but there is no session?