Had first session - legs look worse, new spider veins formed on top of green feeder veins .Is this a red flag to stop? )photo)

The picture you provide is not telangiectatic matting (which occurs late) but rather typical changes following sclerotherapy. It will look worse before it gets better cosmetically. It is very very important to wear compression stockings in the injected areas to help prevent pooling of blood which is responsible for the discolored (thrombosed veins). The idea for compression after sclerotherapy is to prevent blood from coming back into the injected veins and prevent stagnant blood which clots and causes a inflammatory reaction where the endothelial lining of the vein leaks the red blood cells which release hemoglobin ( the molecule that carries oxygen) which deposits under the skin. The hemoglobin molecule contains iron which oxidizes and gives this rusty appearance (hyperpigmentation). Early on in the process, inadequate compression gives this brown green discoloration.So, make sure you wear stockings and use topical products like Scleroquin that reduce this hyperpigmentation and helps cosmetically improve the appearance of sclerosed veins. See link below. I also recommend compression stockings by VenaSmart, The Vein Doctor's Choice. See link below. 

The pictures that you post seem to be normal findings after one treatment of foam sclerotherapy.  Some veins appear clotted and this is normal after sclerotherapy.  You have a lot of small veins and I don't know if this is due to the sclerotherapy or of they were already there.  Sclerotherapy is a process and veins usually look worse before looking better.  I tell patients that it takes a minimum of 3 cycles spaced 6 weeks apart before they will see significant differences.  Also, if  indeed, your veins continue to worsen, then you should have a venous reflux exam to see if there is underlying reflux contributing to the vein formation.