I was about to comment about the Firefox Session Manager supplemental add-on for exporting, but saw some users saying it doesn't work in Firefox latest versions...

While Opera 18+ doesn't support sessions as a separate feature, you could use the Speed Dial groups to store them, I use it in that way (right-click the tab bar -> Save as Speed Dial group).
You could also use traditional bookmark folders but it lacks a "Save all open tabs in a bookmarks folder" function. :faint:
Another option is to grab a session manager extension for Opera form either the Opera or Chrome's extension catalog.

There's no function to import bookmarks from other browsers directly until now, but there are workarounds such as using Chromium to generate the bookmarks file or using an extension like XMarks sync you could sync everything from Firefox bookmarks bar folder to Opera's bookmarks bar.