Rename Init() to Open() as we need this method to return bool to
indicate its success in order to avoid using non-initialized handle
later. Init() is also reserved, by convention, for the common part of
all class ctors in wx code.
Remove m_initialized entirely, it doesn't seem to be obviously better to
cache the failure to create a session than to retry doing it every time
(in fact, it would seem to be worse) and not having it is simpler.
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