The most correct way to use PHP variables in PHP is to use prepared statements.
$query = $dbh->prepare("SELECT email FROM fgusers3 where username=:username")
$query->execute(array(":username"=>$_SESION['username']));
This is far superior to solution that involve direct string concatenation, and still better than solutions that involve string escaping.
The reason that you should not use direct string concatenation as in some of the other answers is that it leads to SQL Injection. An attacker can easily gain complete access to your database by using carefully crafted strings.
The above example uses PDO, which in my not very humble opinion is a far superior API to mysqli. Mysqli also has prepared statements It's usage is similar but the syntax is different.