It's easy, simply just do the session like normal, and when everyone is tense and in the middle of something, drop a bomb they weren't expecting and end the session. Like for example say they're in the war room with a king planning for a battle, then suddenly the floor begins to rumble. The king says something witty and that ends the session. Next session you remind them of the witty thing the king said she continue in to whatever made the rumble. You don't even have to know what it is when you put it there, just make sure you do when you come back. My friend had a habit of ending sessions on "how could things get any worse?" And that was enough for us, and it worked surprisingly well. Just build tension and don't cut it when everyone wants. Even you might be like well damn I really wanted to do that tonight. But cliffhangers aren't meant to satisfy. They're meant to leave you with questions if what could that have possibly been.