Add sessions doc and prefer stateless mode in docs, samples, and error messages

Recommend stateless mode as the default for HTTP-based MCP servers
across documentation, samples, and error messages.

Docs:
- Add comprehensive sessions conceptual doc covering stateless
  (recommended), stateful, and stdio session behaviors
- Update getting-started, transports, filters, and other conceptual
  docs to use stateless mode in examples
- Add Sampling to docs table of contents
- Clarify ConfigureSessionOptions runs per-request in stateless mode

Samples:
- Convert ProtectedMcpServer to stateless mode
- Add comments to AspNetCoreMcpServer and EverythingServer explaining
  why they require sessions

Error messages:
- Improve missing Mcp-Session-Id errors to suggest stateless mode and
  link to session documentation

Tests:
- Add tests for progress notifications and ConfigureSessionOptions in
  stateless mode
- Verify error messages reference stateless mode guidance

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

Author: halter73

docs/concepts/elicitation/elicitation.md

@@ -172,7 +172,7 @@ Here's an example implementation of how a console application might handle elici
 
 ### URL Elicitation Required Error
 
-When a tool cannot proceed without first completing a URL-mode elicitation (for example, when third-party OAuth authorization is needed), and calling `ElicitAsync` is not practical (for example in <xref: ModelContextProtocol.AspNetCore.HttpServerTransportOptions.Stateless> is enabled disabling server-to-client requests), the server may throw a <xref:ModelContextProtocol.UrlElicitationRequiredException>. This is a specialized error (JSON-RPC error code `-32042`) that signals to the client that one or more URL-mode elicitations must be completed before the original request can be retried.
+When a tool cannot proceed without first completing a URL-mode elicitation (for example, when third-party OAuth authorization is needed), and calling `ElicitAsync` is not practical (for example in [stateless](sessions/sessions.md) mode where server-to-client requests are disabled), the server may throw a <xref:ModelContextProtocol.UrlElicitationRequiredException>. This is a specialized error (JSON-RPC error code `-32042`) that signals to the client that one or more URL-mode elicitations must be completed before the original request can be retried.
 
 #### Throwing UrlElicitationRequiredException on the Server
 

docs/concepts/filters.md

@@ -544,7 +544,10 @@ builder.Services.AddAuthentication("Bearer")
 builder.Services.AddAuthorization();
 
 builder.Services.AddMcpServer()
-    .WithHttpTransport()
+    .WithHttpTransport(options =>
+    {
+        options.Stateless = true;
+    })
     .AddAuthorizationFilters() // Required for authorization support
     .WithTools<WeatherTools>()
     .WithRequestFilters(requestFilters =>

docs/concepts/getting-started.md

@@ -79,7 +79,13 @@ using System.ComponentModel;
 
 var builder = WebApplication.CreateBuilder(args);
 builder.Services.AddMcpServer()
-    .WithHttpTransport()
+    .WithHttpTransport(options =>
+    {
+        // Stateless mode is recommended for servers that don't need
+        // server-to-client requests like sampling or elicitation.
+        // See the Sessions documentation for details.
+        options.Stateless = true;
+    })
     .WithToolsFromAssembly();
 var app = builder.Build();
 

docs/concepts/httpcontext/samples/Program.cs

@@ -5,7 +5,10 @@
 // Add services to the container.
 
 builder.Services.AddMcpServer()
-    .WithHttpTransport()
+    .WithHttpTransport(options =>
+    {
+        options.Stateless = true;
+    })
     .WithTools<ContextTools>();
 
 // <snippet_AddHttpContextAccessor>

docs/concepts/index.md

@@ -36,5 +36,6 @@ Install the SDK and build your first MCP client and server.
 | [Prompts](prompts/prompts.md) | Learn how to implement and consume reusable prompt templates with rich content types. |
 | [Completions](completions/completions.md) | Learn how to implement argument auto-completion for prompts and resource templates. |
 | [Logging](logging/logging.md) | Learn how to implement logging in MCP servers and how clients can consume log messages. |
+| [Sessions](sessions/sessions.md) | Learn when to use stateless vs. stateful mode for HTTP servers and how to configure sessions. |
 | [HTTP Context](httpcontext/httpcontext.md) | Learn how to access the underlying `HttpContext` for a request. |
 | [MCP Server Handler Filters](filters.md) | Learn how to add filters to the handler pipeline. Filters let you wrap the original handler with additional functionality. |

docs/concepts/logging/logging.md

@@ -46,7 +46,7 @@ MCP servers that implement the Logging utility must declare this in the capabili
 [Initialization]: https://modelcontextprotocol.io/specification/2025-11-25/basic/lifecycle#initialization
 
 Servers built with the C# SDK always declare the logging capability. Doing so does not obligate the server
-to send log messages—only allows it. Note that stateless MCP servers might not be capable of sending log
+to send log messages—only allows it. Note that [stateless](sessions/sessions.md) MCP servers might not be capable of sending log
 messages as there might not be an open connection to the client on which the log messages could be sent.
 
 The C# SDK provides an extension method <xref:Microsoft.Extensions.DependencyInjection.McpServerBuilderExtensions.WithSetLoggingLevelHandler*> on <xref:Microsoft.Extensions.DependencyInjection.IMcpServerBuilder> to allow the

docs/concepts/progress/samples/server/Program.cs

@@ -5,7 +5,10 @@
 // Add services to the container.
 
 builder.Services.AddMcpServer()
-    .WithHttpTransport()
+    .WithHttpTransport(options =>
+    {
+        options.Stateless = true;
+    })
     .WithTools<LongRunningTools>();
 
 builder.Logging.AddConsole(options =>