Here's how I got sessions working, with help from this thread. I'm running PHP in IIS.
Set the session folder in php.ini.
session.save_path = "C:/inetpub/temp/php_session"
(I'm not yet sure if this session folder is best practice for my environment..security-wise. I need to do more reading on this.)
Setting the session path was not enough. At first, I had placed session_start() in a function where I needed to set my session variables but even though the session file was created in my path (sess_d9eeeb305928f2f39a25f296773b09eb), the $_SESSION value was lost during an ajax post to my PHP page. Someone on stack\o said to put session_start() as the first line, so I tried that and my session value is working. I haven't figured out where to destroy it.
<?php
session_start();
...