I've got a site with several hundred pages. Most of the pages do not have session_start() at the top. I do have it on the index.php page, where I need some info from a session variable. But, if a user navigates away to a page without session_start(), then goes back to the index.php page, the session is no longer active. Is this correct? Do I need it on EVERY page to keep it active?
No.
It all works based on a cookie stored in the browser. The browser sends the cookie and PHP uses that to load the session data. If the cookie is sent, but the session is not started, using session_start, the data is still there. (Usually stored in /tmp somewhere.)
The session activity is determined by the last time the session data was accessed by your code (literally - the last time you invoked session_start()).
If the time passed since last access is more than session.gc_maxlifetime then it's collected by garbage collector (with some probability).
So - having a page without session_start() wouldn't explicitly "terminate" it, but not accessing session data for some time - would.