I'm running Ubuntu 13.10 and I don't seem to have any of the same menu items mentioned in other questions. In my "classicmenu" I have a "System Tools" > "Preferences" and then nothing about sessions.
According to Software Centre, I have Gnome Session Manager install, but there's no option to open it and searching for "session" in Dash reveals only "Startup Applications" which is not at all what I'm looking for and does not mention "session" anywhere.
I'm trying to access the Session Manger Dialogue depicted here: https://apps.ubuntu.com/cat/applications/saucy/gnome-session/
When I execute
gnome-session in Terminal, I get:
gnome-session: WARNING: Failed to acquire org.gnome.SessionManager
EDIT I'm trying to enable the Automatically remember running applications when logging out. options under