The optimization process and recommendations:

1. Avoid Correlated Subqueries (query line: 35): A correlated subquery is a subquery that contains a reference (column: country) to a table that also appears in the outer query. Usually correlated queries can be rewritten with a join clause, which is the best practice. The database optimizer handles joins much better than correlated subqueries. Therefore, rephrasing the query with a join will allow the optimizer to use the most efficient execution plan for the query.
2. Explicitly ORDER BY After GROUP BY (modified query below): By default, the database sorts all 'GROUP BY col1, col2, ...' queries as if you specified 'ORDER BY col1, col2, ...' in the query as well. If a query includes a GROUP BY clause but you want to avoid the overhead of sorting the result, you can suppress sorting by specifying 'ORDER BY NULL'.

The optimized query:

SELECT
        agg.event_date,
        agg.country,
        COUNT(*) AS sessions,
        AVG(length) AS average_session_length 
    FROM
        (SELECT
            session.country,
            session.event_date,
            global_session_id,
            (MAX(session.event_timestamp) - MIN(session.event_timestamp)) / (60 * 1000 * 1000) AS length 
        FROM
            (SELECT
                user_pseudo_id,
                event_timestamp,
                country,
                event_date,
                SUM(is_new_session) OVER (ORDER 
            BY
                user_pseudo_id,
                event_timestamp) AS global_session_id,
                SUM(is_new_session) OVER (PARTITION 
            BY
                user_pseudo_id 
            ORDER BY
                event_timestamp) AS user_session_id 
            FROM
                (SELECT
                    *,
                    CASE 
                        WHEN last.event_timestamp - last_event >= (30 * 60 * 1000 * 1000) 
                        OR last_event IS NULL THEN 1 
                        ELSE 0 END AS is_new_session 
FROM
(SELECT
    `xxx.events*`.user_pseudo_id,
    `xxx.events*`.event_timestamp,
    geo.country,
    `xxx.events*`.event_date,
    LAG(`xxx.events*`.event_timestamp,
    1) OVER (PARTITION 
BY
    user_pseudo_id 
ORDER BY
    `xxx.events*`.event_timestamp) AS last_event 
FROM
    `xxx.events*`) last) final) session 
GROUP BY
global_session_id,
session.country,
session.event_date 
ORDER BY
NULL) agg 
WHERE
length >= (
10 / 60
) 
GROUP BY
agg.country,
agg.event_date 
ORDER BY
NULL