A BGP session is established between two routers by sending a unicast OPEN message. BGP uses TCP as its transport protocol, which means that before exchanging any BGP information, a TCP connection must be established between the routers. The TCP connection uses port 179 as both source and destination port. After establishing a TCP connection, each router sends an OPEN message to its neighbor, containing parameters such as BGP version number, AS number, hold time, BGP identifier, and optional capabilities. The OPEN message also serves as a keepalive message for BGP. If both routers agree on these parameters, they proceed to exchange UPDATE messages containing routing information and establish a BGP session.

A BGP router does not send a NOTIFICATION message to establish a session, but rather to terminate a session due to an error or a manual shutdown. A BGP router does not send a CONNECT message, as this is a TCP state, not a BGP message. A BGP router does not send a multicast HELLO packet, as this is an OSPF message, not a BGP message. References: BGP Neighbor States > BGP Fundamentals | Cisco Press, Demystifying BGP Session Establishments - Packet Pushers, The TCP/IP Guide - BGP Connection Establishment: Open Messages