One approach is to manually materialize the student and her sessions, without materializing the session's student reference. This code assumes that Tutor does not reference any students. If it does you'll need to manually materialize Tutor as well.
using(var db = new studytree_dbEntities())
{
Student s = db.Students
.Where(s => s.StudentId == id)
.ToList()
.Select(s => new Student {
FirstName = s.FirstName,
LastName = s.LastName,
Sessions = s.Sessions.Select(session => new Session {
Tutors = session.Tutors
}),
})
.FirstOrDefault();
return s;
}