Didn’t know there were trad sessions in Fergus Falls. As to etiquette, there are sessions and there are sessions, and some are more catch-all than others.
Let’s say you were attending in Minneapolis: the tunes you have listed are mostly airs from songs, but you’d very seldom - as in practically never - hear them played here in a session setting, where the expectation and focus is primarily on the dance music such as The Silver Spear, and played as a group, and in Irish fashion; for example, we distinguish between Irish playing and Old-Time playing of tunes in common, and an Old-Time player sitting in would be easily known as such: a wandering guest, as it were, but plugging in (somewhat awkwardly, to certain ears) from another tradition. Just as equally, I would be a bit of a fish out of water at an Old-Time session - not only stylistically, but especially with my flute - even if we had the same tunes. Also, while not unheard of, solo playing is for sure not the norm, just in case that’s a question. If you wanted to play “Foggy Dew”, people would no doubt out of politeness play along and even sagely discuss its lore if they have it, but that’s not what local people would normally come to a session for; here they would usually quickly move on to reclaim their session from the air interlude and get back to playing sets of reels, jigs, barndances, marches, what have you.
The session experience can be frustrating to an emerging player when you don’t have local ways to work from and you sit in and find it wasn’t what you expected or hoped for. But it could be that the Fergus Falls scene is more open to the airs and such; not having been to their sessions, I don’t know. An anything-goes openness, especially if it commonly includes solo playing, would not be what I’d call a “standard” ITM session experience as I count it, though, so the etiquette’s likely to be different than I’m used to. But, in the States, these things do vary. BTW, I’m not assuming you expect to do any solo playing; I’m just sayin’. 
I think the main thing is to introduce yourself, ask if it’s okay to sit in (I don’t expect you’d be refused, but asking is just good manners), and see how local custom goes about it. Me, I’d just hang out and listen for a while first before I decided to ask to sit in, just in case there isn’t a good mutual fit. If there is, go for it, and enjoy!
EDIT: I'm going out on a limb and guessing that a performer I'm loosely acquainted with might possibly be there; he's performed in Fergus Falls before, anyway, and lives not all that far away as these things go in western MN, so it could be a draw for him. On his own, his thing is guitar and song, the old standards that pubgoers often love so well. So, this _could_ be an easygoing session friendly to singing and airs. Just fishin' around, here. You might give the folks at The Spot a call, giedosst, and see what they have to say about what you can expect. :slight_smile:
RE-EDIT: giedosst, I just called The Spot. Yer man told me he has nothing scheduled for the 22nd of this month, but he mentioned a “Celtic Jam”, whatever that is, on the 1st and 3rd Thursdays of every month. The rest of the time it’s performances, not sessions (he didn’t even know what a session was, which might tell you something). I made doubly sure of the info he was giving me. Dunno how you got your information, but it seems like a good thing I got itchy and checked, so you won’t have wasted your time arriving for a session that he says isn’t there that day. He also mentioned an open-mike night.
I figure if anyone should know, it ought to be the owner. You should probably make that call yourself anyway, just in case. Maybe he forgot.