You need to create a Session Object as every time someone visits your site a session is created by default. You can think of the session as a big hashtable with keys to retrieve the contents, one important thing to remember though is that Sessions dont last forever, so if someone left a page open for a long time the session would expire and the stored items would be removed
One simple example of using the Session Object would be:
string test = "test";
Session["mySessionObject"] = test;
So there it is, we already added an item to the Session. So now we probably want to look at that again later, a good tip here is that sometimes the Session object expires so always check the session object exists before casting it to its original type:
if(Session["mySessionObject"] != null)
{
string myVariable = (string) Session["mySessionObject"];
}