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A session state is the mix of the HTTP requests and user responses variables for a particular session. Generally when a client browser demands for a webpage, there is a connection established between the server and browser. After completing of action, the connection is closed. Next time there is no information about previous requests with the server.
In the coldfusion environment, there are many type of session state facilities which work for the manipulation of the session variables and cookies. But it is a serious activity especially at that time when a coldfusion application is distributed towards the multiple coldfusion application servers.   
Why to maintain session state information is necessary for the coldfusion application ?
Each website functions for its visitors, but for a long term survival it is necessary to track the visitor information. There are the following considerations for the session state management -
maintaining user information for a user session
identifying the returning user information
increasing the usability of a website
maintaining user sessions across multiple web servers
reducing page requests to the main server
This session state feature is really useful especially for the ecommerce websites. When a user interacts with a particular coldfusion application and adds an shopping item to their cart, their application stores the cookies information of the user and shows them the products based on their previous interaction.  
In load balancing environment, there is always an existing complexity of the session state management. When a user interacts with the web server, they get switched from one server to the another. A web developer should assume this fact that the visitor does not always navigate on website from the same device again and again.
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