Well, you could use [man]session_set_cookie_params/man to make the session cookie last longer than just the current session, but depending upon the type of data you want to store (and the security/integrity you'd like to maintain), it might just be easier to use a cookie instead.
As far as "learning" cookies, you can easily learn the basics by reading over these two manual pages: [man]cookie[/man] and [man]setcookie/man.