If you have two hosts pinging the same destination, you are not creating sessions. Sessions are created by TCP on layer 4 with a three way handshake, port numbers, windowing and other functionality. Here there are no sessions. There is just a series of packets that are sent from a host to the destination (the router in your example). Packets are responded to on a first come first serve basis regardless of which host they came from.
This detailed sequence may help:
Host A wants to send a ping (echo request) to IP address 10.10.10.1 (the router). The encapsulation process begins at layer 3 where the source IP address (10.10.10.2) and the destination IP address (10.10.10.1) are placed in the header. This is then encapsulated in a frame where source and destination MACs are placed in the frame header. This is then placed into the physical layer where information is converted to bits and those bits into electrical signals on the wire.
When these electrical signals reach the destination, deencapsulation begins. The frame header is read, source and destination MAC addresses are read and the device confirms that the frame belongs to it. Deencapsulation continues where the source and destination IP addresses are read in layer 3 as well as the ICMP header information where an echo request has been recorded. The device doesn’t deencapsulate any further because there are no additional headers to deencapsulate. No sessions are created as a result.
The router then creates an ICMP echo reply placing the appropriate information in the header, places IP addresses in the IP header, encapsulates to layer two with MAC addresses and placed on the physical layer to be sent over the wire.
The process is reversed at the host when the packet reaches its destination.
Keep in mind that layer 3 protocols (IP essentially) are connectionless. This means no session is created. The packets are sent and “forgotten” without any mechanism of tracking each individual one.
I hope this has been helpful!