You cant create a session in the same way as ASP.Net session state just using html. If you need session type pointers then you may be able to use a cookie to determin what page / item etc the user has accessed.
Update
Be advised on using cookies for sessions. Do not store large amounts of data in a cookie. This will cause performance issues as each request will cause the cookie to be sent to and from the server.
Also there are limits to size, number etc. A good post is below:
http://superuser.com/questions/97625/what-is-the-maximum-size-of-a-cookie-and-how-many-can-be-stored-in-a-browser-fo[
^]
Cookies should really only contain very slight data points such as keys or tokens and NOT datasets or any other heavy object.
Submit an article or tip