Most of the methods in the Service interface can fail if the session doesn't already exist:

type Service interface {
	Get(context.Context, *GetRequest) (StoredSession, error)
	Delete(context.Context, *DeleteRequest) error
	AppendEvent(context.Context, StoredSession, *session.Event) error
}

Introduce a well known error from the package, e.g.ErrSessionNotFound, to let the clients handle this case easily.