Think of a session as a User. Everytime a user surfs through your site, you assign them a unique ID that is then carried with them via cookies, url, etc until they leave your site.
Using this ID you can collect data along the way like remember what product they have chosen to order from you.....then before they leave the site you can collect all of this data so they can checkout, etc.
No two users should be able to share the same session at the same time.
rgds,
scott d~