The Favorites tab contains entries flagged as favorite by the current user. Favorites are not shared and they roam with the user profile.
This is useful when the number of managed entries becomes too great or when a strict directory structure must be maintained.
There are two types of favorite sessions:
Shared favorites are shared by all users connected to the data source and are directly configured from the session.
Local favorites are flagged locally on the current machine by the current user. The settings are saved in the application settings.
Session settings dialog
You can add or remove a session by right-clicking on the session and select Add to Favorites (Shared) or Add to Favorites (Local).