A session is, usually, a combination of a cookie (session cookie), or some session id tacked onto the url, which has some unique identification of the current "session" and a way to save the data on the server and retrieve it when given the id from the cookie.
So I would set a cookie based on for example ip + Time.now.to_i
and then save that ID and the values I want set into a database or a text file on the hard drive. Note that there is probably a lot better ways to create a unique ID but aim for the simple stuff first. :)
I also recommend that you look into CGI::Session
which you require with require 'cgi/session'
.