# (mostly) From the tutorial link above-
use strict; # Important!
use warnings; # Ditto!
my $session = CGI::Session->new() or die CGI::Session->errstr;

Above line will first try to re-initialize an existing session by consulting cookies and necessary QUERY_STRING parameters. If it fails will create a brand new session with a unique ID, which is normally called session ID, SID for short, and can be accessed through id() - object method.

We didn't check for any session cookies above, did we? No, we didn't, but CGI::Session did. It looked for a cookie called CGISESSID, and if it found it tried to load existing session from server side storage (file in our case). If cookie didn't exist it looked for a QUERY_STRING parameter called CGISESSID. If all the attempts to recover session ID failed, it created a new session.
##</code><code>##

use strict;
use warnings;
use CGI::Session;
use CGI qw( h1 p );
use CGI::Carp "fatalsToBrowser";

my $session = CGI::Session->new or die CGI::Session->errstr;

print $session->header();

if ( $session->param("visits") )
{
    print h1("Welcome back!");
    print p(
            sprintf("You've been here %d time%s.",
                    $session->param("visits"),
                    $session->param("visits") == 1 ? "" : "s",
                   )
            );
}
else
{
    print h1("Welcome first time visitor");
}
$session->param( visits => $session->param("visits") + 1 );