A typical RP session starts with one person saying something "in character" and someone else responding the same...
It "works" by the two (or more) keeping their conversation "in character" for as long as the "scene" goes.
There is no set way to begin. No set way to end. It can start with "Hello" or something more along the lines of someone using Broadcast to say something like: "Heroes, we need help in taking down the Kraken which has appeared in Perez Park! We must stop this monstrosity before innocents are killed!" It all depends on what those participating are looking for.
Some RP during missions and some only outside of them.
As for the typical session... If there is such a beast it's probably people hanging around in Pocket D and just passing the time of day as people come and go....
What Caemgen said.
Also, try finding an RP supergroup. That way you'll be around alot of other RPers who can show you the ropes and you'll have a hgher chance of actually RPing.
Also also, watch out for catgurls and god moders.
Thx guy's....i guess i should just find me a group who does it and try it out, best way to learn is to do !
CoX for life !!
Pretty much. Nothin' to it but to do it. 
"If I had Force powers, vacuum or not my cape/clothes/hair would always be blowing in the Dramatic Wind." - Tenzhi
Characters
On a completely random note - I have an alt on victory named Star Crusader. 
As for RP, I can but echo what others have already said. Best way to learn is by doing. And/or making a fool of yourself multiple times due to inexperience. Don't worry though, most people are pretty good about that. (If they weren't I'd have been thrown out of here a long time ago)
[Admin] Emperor Marcus Cole: STOP!
[Admin] Emperor Marcus Cole: WAIT ONE SECOND!
[Admin] Emperor Marcus Cole: WHAT IS A SEAGULL DOING ON MY THRONE!?!?
So...seeing how i am a total RP newb i was curious how a typical RP session work in this game...if anyone could give me a sugestion on this that would be awsome...im trying to look at every aspect of this game to try to enhance the entertainment value...i dont know if RP is for me but i am curious .
CoX for life !!