I wrote a pretty detailed rundown on Scentry on my blog (obligatory link). To answer your specific question, don't worry about the session, that's handled for you by Scentry, at least in the default case. You can of course override it if you're so inclined.
Think of fromSession/toSession as the wiring between what scalatra does for you to add a user to the session and how you get a user. fromSession hands you an ID and says 'give me back a User record'. You can do whatever you need to handle that, access a database, hit a webservice, whatever. toSession is the reverse, it basically says 'i have this user object you handed me in fromSession, how do i get the ID back?'. Same thing, whatever work you need to do to convert a user to an ID.
In more specific terms, you can think of these as:
fromSession: String => A
toSession: A => String
Where String is your ID and A is your user object. Once you wire those up, user
, isAuthenticated
, etc. just work(tm) inside your servlets.
Hope that helps!