When a new activity is created, the newly created raw file looks for an existing activity/period that is within 60 minutes of the Start or End time of the file,
A raw file is created any time a device is turned on for 2 minutes or longer and then downloaded into the Console.
e.g If an Activity exists from 10 am - 11 am and an 11:59 am Raw File Start is imported, it will import into this activity, same for a Raw file that ends at 9:01 am
If a Raw file with an end time of 8:59 am is imported, it will not import into the 10-11 am activity and instead create its own Activity.
To split one session into two, please see this guide: How to Split One Activity into Two