You use sessions to store userdata to pass it between all pages that get loaded. You can define it as said by others by using the $_SESSION['sessionname']
var.
I will post a simple script below how to let people login on the website since you wanted to know how to use it:
session_start(); #session start alwas needs to come first
//Lets make sure scriptkiddies stay out
$username = mysql_real_escape_string($_POST['username']);
$password = mysql_real_escape_string($_POST['password']);
//Read the user from the database with there credentials
$query = mysql_query("select id from user where username = $username and password = $password");
//Lets check if there is any match
if(mysql_num_rows($query) > 0)
{
//if there is a match lets make the sessions to let the user login
$_SESSION['loggedin'] = true;
$_SESSION['username'] = $username;
}
This is a simple script how to use a Session for a login system. There are many other ways you can use sessions