You may be confused about clicks and sessions while seeing your analytics reports. It should be clear to you that both are two different things. The clicks indicate the number of times a user clicks on your advertisement to reach your website while session indicates the number of unique sessions by the user.
The one big difference is google AdWords tracks clicks and analytics records sessions. For example, if a user is clicking twice or thrice on your ad within 30 minutes this will be recorded as a single session in analytics while AdWords will track 2 or 3 clicks.