Sion has a very nice skillset. His Q does decent damage, even when you don't build any damage items and his E slows the opponent and helps your team deal more damage. On top of that, his R is a great initiation tool and allows for a follow-up knock-up with his Q. Add to that his W and the shields and heals from his items (not to mention his passive) and you're sure to make an impact in the game.
On the other hand, you don't have any way to help your adc survive in case they get focused, aside from your items and exhaust. As such, you really need to watch out for ganks during the laning phase, as that is when you are at your most vulnerable.

Use the wide area of your Q to try and knock the up (if you can land it, your E's slow should make landing a charged-up Q somewhat easier). As Sion, you should try to get your adc to snowball, if possible. Also, make sure to keep an eye on your mana pool, since your abilities cost a lot of mana.