I'd agree with the similarity of ceilidh: Hootenanny is to bluegrass (possibly US folk-revival), as ceilidh is to Celtic music, as jam session is to jazz. I would consider it incorrect to use the word for broader folk music, allowing that other traditions might creep into play during a hootenanny. Perhaps as salon is to literature?

The first two might have dancing: I'll leave it to the jazzbo's to let us know whether there's ever dancing at a jam sesesion.

Happy new year.