Improve documentation around SessionStart event

[indam23]

Description of Problem:

To make sure a new session is started each time rasa shell is run, /session_start must be sent as the first message manually.
The docs say

a manual session start is triggered with the /session_start intent message.

But usually this is sent automatically by the channel, so on starting rasa shell the user will not see the same initial greeting/welcome message that they might in another channel.

This was pointed out in
#5641

Overview of the Solution:
Add a note in the docs that /session_start needs to be entered manually in rasa shell to see the same behaviour as in another channel configured to send that payload. *Edit: Also note that any first user message sent will trigger action_session_start in shell.

Definition of Done:

• Documentation updated

[kevinthenet]

I'd also reiterate that any user message will trigger a new session to start. It's irrelevant what Rasa gets in the shell because action_session_start will be triggered each time.

[indam23]

That's true, will update it