Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.
To enable Session State in SharePoint the following steps are taken:
Uncomment the following line in the web.config of your SharePoint web application:
<!--<add name="Session" type="System.Web.SessionState.SessionStateModule" />-->
Next you will have to set the enableSessionState attribute of <pages> to true.