As we know Session is an object ,.. it will be created for instance user who access the website...
Advantages of SESSION:
It helps maintain user state and data all over the application.
It is easy to implement and we can store any kind of object.
Stores client data separately.
Session is secure and transparent from the user.
for single session variable you can use application variable of state management techniques....
to explore session .... please read this codeproject articleExploring Session in ASP.NET