A session is an informal evening of music, where anyone can come and join in. Every one is slightly different, so it's best to check before you go if you're after something in particular.
Many sessions will be mixed, i.e. welcoming to tunes or songs from any background. Some will have specific requirements, e.g. French Music / tunes only, but these will be included in the listing so if it doesn't specify it's fair to assume the norm. In terms of etiquette, some sessions will have a particular format (i.e. taking turns in a circle) and some are more of a free for all! If you're unsure it's best to contact the organisers to check in advance.
A list of regular sessions is included on this page (click on link for more details of each session).
To see which sessions are coming up this week please check the events calendar. The calendar is updated regularly by the people who run the sessions, but as none of us are perfect it's best to contact them and check whether it's still on if you're travelling a long way! If you run a session and want to add it to the calendar, you need to register as a user of the site via the box on the front page.
There are plenty of pubs in Oxfordshire amenable to hosting sessions, and you might just discover one that's not been listed in the calendar yet! (If you do please give the session organiser a nudge in this direction..!)
For sessions a bit further afield try http://uksessions.net/