Open Admin tool -->Manage-->Variables-->it will show u the Variables pane with left pane&Right pane->select Session variables-->right click in the Right pane it will give you the Option to create new..*Note:*you cont edit/Create similar variables that are same as System Session variables..you can create Non-system variables.
According to the best practices, you should have 2 connection pools in OBI. One for retrieving the data and the second one for the Init blocks.
Now, OBI 11g forces you to have a second connection pool to be chosen for the Init block / session / repository variable.
Please go ahead and create a second connection pool in the physical layer of the RPD and you should be able to select the connection pool in the Init block.
I used 2nd connection pool even through its thronging warning for me.
like this:"initialization block 'multi-tenantcy' uses connection pool "orcl"."connection pool" which is used for report queries. this may impact query performance"