If you see an error like "Fatal error: session_start(): Failed to initialize storage module: user (path: ) in .../code/wp-content/plugins/plugin-that-uses-sessions/example.php on line 2" you likely have a plugin in the mu-plugins directory that is instantiating a session prior to this plugin loading. To fix, you will need to deactivate this plugin and instead load it via an mu-plugin that loads first, e.g. create an mu-plugin called 00.php and add a line in it to include the wp-native-php-sessions/pantheon-sessions.php file and the problem should disappear.
From https://wordpress.org/support/topic/including-this-plugin-via-an-mu-plugin?replies=2
<?php
/*
Plugin Name: MU WP Native PHP Sessions
Plugin URI: https://wordpress.org/plugins/wp-native-php-sessions/
Description: Building on Pantheon's and WordPress's strengths, together.
Version: 0.1
Author: Pantheon
Author URI: http://getpantheon.com
*/
if ( isset( $_ENV['PANTHEON_ENVIRONMENT'] ) ) :
require_once( 'wp-native-php-sessions/pantheon-sessions.php' );
endif; # Ensuring that this is on Pantheon