How does the StreamableHTTP connection initialization work?

The initialization follows three steps. First, the client sends an Initialize Request to the server over HTTP. Second, the server responds with an Initialize Result that includes a special mcp-session-id header. Third, the client sends an Initialized Notification with that session ID attached. This session ID uniquely identifies the client and must be included in all future requests. After initialization, the client can optionally establish a Server-Sent Events connection by making a GET request, which creates a persistent channel the server can use to stream messages back to the client.