Well, I was not clear about this too :S.
Krisv kindly explained it to me in jbpm irc.
Session contains data that you inserted in working memory when using bussiness rules (using session.insert to insert facts), rule state and timers. Process instances are almost independent units.
So If you don't have anything like this in the session, you can create another one and it will load your process data. If not (I mean, if process state and session state are linked), you have to load the correct session.
Demian