A cookie is a small collection of information that can be transmitted to a calling browser, which retrieves it on each subsequent call from the browser so that the server can recognize calls from the same client. A cookie is returned with each call to the site that created it, unless it expires.
Sessions are maintained automatically by a session cookie that is sent to the client when the session is first created. The session cookie contains the session ID, which identifies the client to the server on each successive interaction. If a client does not support or allow cookies, the server rewrites the URLs where the session ID appears in the URLs from that client.