Varnish, no-cache, cookies, slow server response

The server response time (first GET response) for my Dreampress/Cloudflare site at is about a slow 3.6 seconds. Dreamhost tech support pointed out that Varnish cannot serve a cached home page because of session cookie and no-cache request. Cloudflare is pointed to my Dreampress’ Varnish IP.

Some of my plugins do set no-cache and session cookie, I am not sure which plugin does what. Regardless, is that why server response is slow, and is there a way around that? Is it better to be going back to VPS and find and use a caching plugin?

What has worked for others?