Create session messaging is part of an attach procedure for an UE. When UE wants to get register with core network/or network. It sends Attach Request NAS message to MME. After authentication and authorization of an UE, MME sends create session request message to SGW and which in turn sends create session request message to PGW. PGW sends back create session response message to SGW and SGW forwards this received message MME. Based on the cause(success/failure) received in response message, MME takes further action. One more thing I would like to share that this message is also being used as part of UE requested PDN connectivity.