I wrote the blog post Dominic refers to in his answer.
The problem is that the default behavior of Safari is to only accept cookies from sites that you visit. This excludes "third party" cookies. Safari treats the page inside an IFRAME as a third-party site, and until you interact with that content (by clicking a link, for example), it will refuse those cookies.
Your PHP code needs to set a cookie on the first page that uses the session in order for that session to persist from one page to another, but if the session variables are in the very first page in the IFRAME, you have a chicken-and-egg problem.
My solution is to retain all of the special Facebook parameters through to the second page loaded into the IFRAME. Because you've interacted with it, cookies set on the second page will persist, and this allows your PHP code to keep whatever state it needs to communicate back to Facebook.
This won't likely help your PHP session, though, so I suggest adding another parameter to links on the first page that allows the second page to look the session up, or otherwise recreate it.