On a Remiannian manifold M, the Hessian of a smooth function $f$ on M is defined to be:
$$\operatorname{Hess}f=\frac{1}{2}\mathcal L_{\nabla f}(g)$$
where $\mathcal L$ stands for Lie derivative, $g$ is the metric of the manifold, and $\nabla f$ means the divergence of the function. It is said that Hessian is a symmetry tensor, but I am not sure why it's symmetric.
There is a more general property at play here that is worth noting: if $\varphi : M \to N$ is a diffeomorphism of smooth manifolds, then the pullback map $\varphi^{*} : T^k N \to T^k M$ on bundles of covariant k-tensors will preserve symmetric and anti-symmetric properties of your covariant k-tensors.
For example, consider the case when $g$ is a symmetric covariant 2-tensor on $N$, i.e., $g$ is a Riemannian metric on $N$. Then the pullback $\varphi^{*}g$ becomes a Riemannian metric on $M$ defined on vector fields $X, Y \in \chi\left(M\right)$ by $$ \varphi^{*}g \left(X, Y\right) := g\left(\varphi_{*}X, \varphi_{*}Y\right). $$ Note that from the symmetry of $g$ on $N$ it follows that \begin{align*} \varphi^{*}g \left(X, Y\right) &= g\left(\varphi_{*}X, \varphi_{*}Y\right)\\ &=g\left(\varphi_{*}Y, \varphi_{*}X\right)\\ &=\varphi^{*}g\left(Y, X\right). \end{align*}
And more to the point of your question, this implies that the symmetric or anti-symmetric properties of a covariant k-tensor are preserved under Lie derivatives. For example, suppose now that $g$ is a symmetric covariant $k$-tensor on $M$, that $X$ is a vector field on $M$, and $\psi_{t}$ is the flow of $X$ (i.e., the one-parameter family of diffeomorphisms of $M$ generated by $X$).
Then by definition we have that the Lie derivative of $g$ at a point $p \in M$ in the direction of $X$ is $$ \left(\mathcal{L}_{X}g\right)_{p} = \lim\limits_{t \to 0} \frac{\left(\psi^{*}_{t}\right)_{p}\left(g_{\psi_{t}\left(p\right)}\right) - g_{p}}{t}. $$
The numerator of the above expression is merely the difference between the pullback of the symmetric tensor $g$ at $\psi_{t}(p)$ to $p$ and the symmetric tensor $g$ at $p$. But since pullbacks of diffeomorphisms preserve symmetry properties of tensors, the numerator is the difference between symmetric tensors at $p \in M$ and is thus symmetric. The resulting Lie derivative will thus be symmetric as well.