When I create an instance of session I want it to send a login command and receive the reply and then have a thread that will receive and process each reply as it comes until the session is destroyed.

I presume you create the thread after the login to take care of the case where the login fails.

My suggestion would be to rework your code so that you:
1. Create the session object.
2. Create a thread.
3. Login from the thread. If this fails, communicate this to the main thread.
4. Process commands.