Top 5 session-message types– Heartbeat(0), Test Request(1) ResendRequest(2), Logout(5) / Logon(A). This short list highlight the essential functionality of the concept known as “FIX session”. I feel the most important features are sequence number and heart beat.
FIX session concept is different from a database server session. I feel FIX session is more like a TCP connection with keep-alive — http://fixprotocol.org/documents/742/FIX_Session_Layer_rev1.ppt says A FIX Session can be defined as “a bi-directional stream of ordered messages between two parties within a continuous sequence number series”… very much like TCP.
Each FIX Engines is expected to keep track of both sequence numbers — The Incoming Sequence Number expected on inbound messages received from the counterparty
http://javarevisited.blogspot.com/2011/02/fix-protocol-session-or-admin-messages.html is a blog post by a fellow developer in finance IT.
 In parentheses are MsgType values, which are ALWAYS single-characters.