To effectively analyze past blackjack sessions, players should focus on reviewing their gameplay decisions and outcomes. This involves tracking key elements such as bet sizes, the hands played, and the strategies employed, including when to hit, stand, double down, or split. By examining patterns in wins and losses, players can identify areas where they may have made mistakes or could have made more optimal choices. Utilizing tools like hand history logs or blackjack simulators can also aid in assessing the effectiveness of different strategies.