If you already have an API Key, then you already have a request token: API Read Token (v4 auth).
Right here, on this page, on the left side
Click Your account,
https://i.imgur.com/dtNfScH.jpg
and Go To
Your Profile > Settings > API
https://i.imgur.com/LOhSqn9.jpg

Now I get the following message using the "Try It Out" example:

{ "status_code": 17, "status_message": "Session denied." }

What do I have to do to return a valid session?

My language is pt-BR.
Please, put here the link to this example "Try It Out".

The URL for Try It Out:

OK.
http://www.https.com//api.themoviedb.org/3/authentication/session/new?api_key=YOUR_KEY&request_token=YOUR_TOKEN

Only Travis Bell can help you.
Where did you find this using the "Try It Out" example.

the "Try It Out" example

You need to create a valid session id. This is outlined here: https://developers.themoviedb.org/3/authentication/how-do-i-generate-a-session-id

There's a good walkthrough for user auth here: https://developers.themoviedb.org/3/getting-started/authentication

How would I get the session id after it was already accepted? Also, how would I accept or deny the session request programmatically?

How would I get the session id after it was already accepted?

The session id is returned as part of the response in step #3.

Also, how would I accept or deny the session request programmatically?

You can't. You need to send the user to a webview and approve the request with their account on TMDb.