Have you created a phpinfo page to see what the values are for your session save path? If not create a new blank php page and add this line of code to it:
<?php phpinfo(); ?>
Save the page and upload it to your server, when you visit this page it should let you know all of the settings for your php including the session handler type and the save path.
As a test of the session you can use the following attached script to see if the session is retaining values from one page change to the next. Just upload these pages to your server and browse to them, you should see the same message on both pages, if the session is not available to you on the test2 page then there is a problem with session saving on your server.