By default, sessions get an auto-generated name. During a session, run /rename my-feature to give it a meaningful name. Later, you can return with claude --resume my-feature and the full conversation context comes back.
If you just want to continue your most recent session without remembering a name, claude --continue does that automatically. There's also an interactive session picker: run claude --resume with no argument and you'll see a list of recent named sessions to choose from.
I'd start naming sessions once you're running or parallel workstreams. Without names, you'll waste time figuring out which session was working on which task.