Suppose you have the following script and have disabled cookies on your browser:
<?php
session_start();
$_SESSION['FNAME']='Jatinder';
?>
If you refresh the page in the browser, a new session will be created each time you refresh the page. Now add a link to the above script.
<?php
session_start();
$_SESSION['FNAME']='Jatinder';
?>
<a href="test-session.php">Click Here</a>
Refresh the page. You will see that a session id as been appended to the above link. If you keep refreshing the page, session id will still change each time.
But if you click on the link and navigate to test-session.php page you can access the session that has been started in the previous page.
test-session.php
<?php
session_start();
print($_SESSION['FNAME']);
?>
Now, no matter times you refresh the test-session.php page, the session ID won't change.
This is the basic working of session without cookies.