Niaj Morshed on "weird $_SESSION problem in wp page template"

I faced that a page template code run automatically where I didn't execute that page template.
I have a example here.

I have 1 page template named my_template.php

<?php
/*
Template Name: my_template
*/
$_SESSION['test_value'] = "wp Eror";
?>

I have created 2 pages let page1 & page2 with my_template

The code of my header.php is

<?php
//header.php
echo "<pre>";
print_r($_SESSION);
echo "</pre>";

//some code.

Now I am browsing my wp site without those page1 & page2.
Since I didn't browse the page1 & page2 so the page template my_template.php shouldn't be loaded. So I shouldn't get the session value $_SESSION['test_value'] = "wp Eror"; in my site.

Now the weird things is after browsing some pages ( without page1 & page2 ) of that site the session value will be loaded from the page template my_template.php. why ?
since I didn't view that page template why that page template was executed?

any solution?
Thanks in advanced.