Have you made sure the TD3 head is set to "Local Control Off"? 1. Hold down [INST] and turn the TD-3’s power on. “Local Control oFF” appears in the scroll display, and Local Control is switched off. Hitting the pads creates no sound from the TD-3. (the trigger indicators do light up.)
 
I use a TD3 with CbB but I'm using BFD2 not Session Drummer.  I can't help you there...

msmcleod
 
For years, I would have recommended the MIDISPORT range. I'm using the original 8x8 and the 2x2 anniversary edition (actually two of these).
 
Since the 1803 release however, the MIDISPORT 2x2 has been giving me dropouts - disconnecting randomly and generally being unreliable when MIDI traffic is high. I've got a dual boot and if I switch to my Windows 7 boot, there's no issues.

Apologies for derailing the thread, but I've been using a MIDISPORT 2x2 since the dawn of time and currently with Windows 10 1803 and have never, ever experienced any problems. I also drive Drum VSTs via MIDI from Roland triggers and timing has never been a problem. So, mileage may vary. That said, the MIDIFace 8x8 looks like a good unit. 

If you don't have an audio interface designed for recording and/or a slow computer (by the way, what are your computer specs and audio interface?), don't monitor from the computer and don't use soft synths and effects.
I monitor my kit audibly and the computer sounds audibly while playing and recording. I plug both my drum kit audio, such as it is, and my interface audio into a small mixer and monitor from that, either through headphones or a stereo receiver if the room mate isn't home. 
Only after recording do I add synths and effects.

There are some good answers. I'll toss in my solution. 
 
So I don't go into details, please follow Part II of my tutorial to set up a controller for recording. V drums or Keyboards, it's all the same. Midi port or USB , doesn't matter.
http://www.cactusmusic.ca/Sonarmidi.htm
 
If your drums come with a USB MIDI driver I highly recommend you install it. Yamaha does and I'm sure Roland would too. 
 
The problem with playing any VST live on a less than perfect system may result in latency and throw you off.
Drums are particularly bad as it's easy to hear the "echo" if input monitoring is on. 
 
So my solution is I simply play along and record the midi to a midi track while monitoring the Drum kit brain. 
This is the same as recording your guitar and monitoring the signal direct at the interface. You timing will be perfect.
 
After you capture the performance you assign the midi track to your VST drummer and edit. I recommend quantizing the Kick and hi hats but I manually edit the snare. You will also need to edit velocities.  
 
 
 
 

 
I didn't realize this is a "vintage" device.  Yes you are wise to invest in a proper MIDI interface. Those cables are garbage from what I've read here. 
If your planning on recording Audio you will need an Interface anyhow, just make sure the interface you buy has MIDI ports and all will be good. 
 

JDNelson
Have you made sure the TD3 head is set to "Local Control Off"? 1. Hold down [INST] and turn the TD-3’s power on. “Local Control oFF” appears in the scroll display, and Local Control is switched off. Hitting the pads creates no sound from the TD-3. (the trigger indicators do light up.)
 
I use a TD3 with CbB but I'm using BFD2 not Session Drummer.  I can't help you there...

Great point TD, also made sure "Send and Receive" MIDI is turned ON.
 
And yes that MIDIFace 8x8 interface does look great. It also looks like it's 1/3 the size and more pleasing to the eye than my ancient 19" rack mount MIDISPORT, geeze what a silly looking paint job they slapped on it, but it always delivered rock solid performance, it's an ugly eye sore.