> Is it possible to start an X session from the shell?

yes.  type "startx" at the command line, as any user, and the machine is
transformed.  you can end with alt-ctl-backspace.

> Also, does X allow multiple sessions at once?

what do you mean by this.  you can have multiple windows open.  type
"xterm &" to launch an extra xterm, for example.  Or you can log in from
another x-capable machine and open windows.

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