I\'m making an HTTP call. My response contains a session code X-BB-SESSION in the header section of the HttpResponseMessage object. How do I get th         
        
If someone like method-based queries then you can try:
    var responseValue = response.Headers.FirstOrDefault(i=>i.Key=="X-BB-SESSION").Value.FirstOrDefault();
You are trying to enumerate one header (CacheControl) instead of all the headers, which is strange. To see all the headers, use
foreach (var value in responseHeadersCollection)
{
    Debug.WriteLine("CacheControl {0}={1}", value.Name, value.Value);
}
to get one specific header, convert the Headers to a dictionary and then get then one you want
Debug.WriteLine(response.Headers.ToDictionary(l=>l.Key,k=>k.Value)["X-BB-SESSION"]);
This will throw an exception if the header is not in the dictionary so you better check it using ContainsKey first
You can do this more easily now with
var session = response.GetHeaderValue("X-BB-SESSION");
Method returns null if the header does not exist.
You should be able to use the TryGetValues method.
HttpHeaders headers = response.Headers;
IEnumerable<string> values;
if (headers.TryGetValues("X-BB-SESSION", out values))
{
  string session = values.First();
}
Below Code Block Gives A formatted view of Response Headers
WebRequest request = WebRequest.Create("https://-------.com"); WebResponse response = request.GetResponse();
        foreach (var headerItem in response.Headers)
        {
            IEnumerable<string> values;
            string HeaderItemValue="";
            values = response.Headers.GetValues(headerItem.ToString());
            foreach (var valueItem in values)
            {
                HeaderItemValue = HeaderItemValue + valueItem + ";";                    
            }
            Console.WriteLine(headerItem + " : " + HeaderItemValue);
        }
Though Sam's answer is correct. It can be somewhat simplified, and avoid the unneeded variable.
IEnumerable<string> values;
string session = string.Empty;
if (response.Headers.TryGetValues("X-BB-SESSION", out values))
{
    session = values.FirstOrDefault();
}
Or, using a single statement with a ternary operator (as commented by @SergeySlepov):
string session = response.Headers.TryGetValues("X-BB-SESSION", out var values) ? values.FirstOrDefault() : null;