Content type with date groups
You need to separate your sessions from your course type. The ideal solution would be to implement Field Collection.


  Provides a field-collection field, to which any number of fields can
  be attached.
  
  A field collection is internally represented as an entity, which is
  embedded in the host entity. Thus, if desired field collections may be
  viewed and edited separately too.


It is an actively maintained module with views integration. For a quick intro look at this tutorial.