It doesn't look like you have a framework going, so I think there are some general tips to help your script succeed.
1) Have a top-level config file in your site root that you include at the top of all your MAIN pages:
/config.php
<?php
# Create some helpful constants
define('ROOT_DIR',__DIR__);
define('DS',DIRECTORY_SEPARATOR);
define('FUNCTIONS',ROOT_DIR.DS.'functions');
define('BASE_URL','http://www.example.com');
# This includes our function loader (see below)
include_once(FUNCTIONS.DS.'loadFunc.php');
# Load the getSession() function (see below)
loadFunc('getSession');
# Start session here
session_start();
2) Then create some helpful functions (I would learn Object Oriented Programming instead so you can use a framework effectively, but functions are better than nothing):
/functions/loadFunc.php
function loadFunc($name)
{
    if(!is_array($name))
        $name = array($name);
    foreach($name as $func) {
        # If the function is already loaded, skip
        if(function_exists($func))
            continue;
        # See if the function file exists
        if(is_file($file = FUNCTIONS.DS.$func.'.php'))
            include_once($file);
        }
    }
}
/functions/getSession.php
function getSession($key=false,$clear=false)
{
    # If requesting a specific value return that
    if(!empty($key)) {
        # Get value
        $value = (isset($_SESSION[$key]))? $_SESSON[$key] : false;
        # If the key is set and clear is set, clear the value
        if(isset($_SESSON[$key]) && $clear) {
            unset($_SESSON[$key]);
        }
        # Return session value
        return $value;
    }
    # No key set, return full session
    return $_SESSION;
}
/functions/setSession.php
function setSession($key,$value)
{
    $_SESSION[$key] = $value;
}
/functions/redirect.php
function redirect($to,$exit=true)
{
    header("Location: {$to}");
    # You should exit on redirect
    if($exit)
        exit;
}
3) Now, when you go to create a page, you include this config ONCE at the top of the page:
/students.php
<?php
# Now that you include this, you know session is always set
include(__DIR__.DIRECTORY_SEPARATOR.'config.php');
# Get the key msg from the session and use parameter #2 to clear the session key
$msg = getSession('msg',true);
# It's not empty, write message
if($msg): ?>
<div class="msg">
  <?php echo $msg ?>
</div>
<?php endif ?>
/server.php
<?php
# Include config
include(__DIR__.DIRECTORY_SEPARATOR.'config.php');
# Load our two required functions
loadFunc(array('setSession','redirect'));
# You have to determine either message here, not both.
# Using pseudo-code here to demonstrate
if($add) {
    # Use function to set session value
    setSession('msg',"New student saved");
}
elseif($update) {
    setSession('msg',"Information updated");
}
# Since both use the same redirect, you only need it once
redirect('students.php');
So, if you delete all your session_start() in all your files except for the config and then always include the config on the top-level page at the top, you won't run into errors for the session.