probably a configuration issue of the webserver or of php. But it may be many things
please look at the apache error log or any php.log under /var/log
also check the php.ini file
It should have some settings like these:
session.save_handler = files
session.save_path = "/var/www/sessions"
session.use_cookies = 1
Or post the output of:
php -r 'phpinfo();' |grep session