The first line in the nws-alerts file will display the version and date before any part of the script does any processing.
<!-- nws-alerts.php - 1.15 - 19-Aug-2013 - NWS Public Alerts -->
It's showing the nws-alerts.php file executed normally.
The nws-alerts doesn't use session so the error happens right before the alert box loads.
Do you have something similar to this in the index.php file or header.php file?
session_start();