If you are using Google Chrome, you can right-click on the page, choose Inspect Element, then Resources tab, look for Cookies down the left-hand menu, and click on your domain name.
Under the domain name, the cookies that have been set for it will be displayed, along with path, expiry, etc. Very useful.
In your case, you are looking for the 'frontend' session cookie under 'name'. You can delete it, and refresh the page to see if Magento recreates it, in which case sessions are probs working. Hope that helps :)
PS: Magento uses sessions very heavily, if they're broken other things will be breaking all over the show as well.
Also follow bellow links
I hope this will help you.