Clicks are in your AdWords report. Sessions are in your Audience reports. Clicks in your reports indicate how many times your advertisements were clicked. Sessions indicate the number of unique sessions done by your users. A user may click your ad many times. When one user clicks on one ad multiple times in the same session, AdWords records multiple clicks while Analytics counts the different pageviews as one session.
A user can click on an ad then return directly to the site through a bookmark. The referral information from the original session is retained. One click results in multiple sessions. User may click on your ad but prevents the page from loading by going to another page or pressing the stop button. In this case, the Analytics tracking code fails to execute and send tracking data to the Google servers. However, in AdWords this still registers as a click.