Session has not been configured for this application or request error

In your Startup.cs you might need to call

app.UseSession before app.UseMvc

app.UseSession();  
app.UseMvc();  

For this to work, you will also need to make sure the Microsoft.AspNetCore.Session nuget package is installed.

Update

You dont not need to use app.UseMvc(); in .NET Core 3.0 or higher