im very noob and i have this Function to make the authorization.

io.set('authorization', function (handshakeData, accept) {
  // check if there's a cookie header
    if (req.session.user) {
        accept(null, true);
    }else{res.redirect("/");
        accept("NO AUTORIZADO!", false);

    }



    }); 
    next()
}); 

I want the user to be authenticated in the session before connecting with websockets

Assuming you are using express with redis as session store you can use the below code to validate the session.

var cookie = require('cookie'),
    connect = require('connect');

io.set('authorization', function (handshakeData, accept) {
if (handshakeData.headers.cookie) {
    handshakeData.cookie = cookie.parse(handshakeData.headers.cookie);
    handshakeData.sessionID = 'sess:'+connect.utils.parseSignedCookie(handshakeData.cookie['connect.sid'], config.session_secret);
    sredis.get(handshakeData.sessionID, function (err, session) {
        if (err || !session) {
            accept('could not load the session', false);
        } else {
            handshakeData.session = JSON.parse(session);
            accept(null, true);
        }
    });
} else {
    return accept('No cookie transmitted.', false);
}
});