Session and Cookie both are differ from each other , session limit is limited to specific user interaction while cookie may be permanent or temporary stored in browser .
By Default Session Id is Stored in Client m/c in the form of text file.It is Called Cookie. If session is Cookie less the that is append to Url .
By default session id is stored in cookies.If cookies is disabled ,it will append to the url of the page.
I think you wants know about default session mode,every Asp.net default session mode is "Inproc" and session values are stored in a cookies variable.
ASP.NET will store session information in memory inside of the worker process (InProc), typically w3wp.exe. There are other modes for storing session, such as Out of Proc and a SQL Server
Variables put into Session are stored wherever the SessionStateProvider is configured to store them. The default SessionStateProvideruses what's referred to as In Process (InProc) Session and the storage location for this is in server memory, inside the memory space of the ASP.NET worker process.You can configure your own SessionStateProvider to store Session variables elsewhere, such as out of process, in a database.Application variables are stored in ApplicationState which is also stored in the memory space of the ASP.NET worker process.
By default, SessionID values are stored in a cookie. However, you can also configure the application to store SessionID values in the URL for a "cookieless" session.More clearly as below:- 1. In ASP.NET, you have a Session cookie. 2. This cookie is used to identify which session is yours, but doesn't actually contain the session information. 3. By default, ASP.NET will store session information in memory inside of the worker process (InProc), typically w3wp.exe. 4. There are other modes for storing session, such as Out of Proc and a SQL Server. 5. ASP.NET by default uses a cookie, but can be configured to be "cookieless" if you really need it; which instead stores your Session ID in the URL itself. 7. If your URL looked like this:http://www.example.com/page.aspxA cookieless URL would look like this:http://www.example.com/(S(lit3py55t21z5v55vlm25s55))/page.aspxWhere lit3py55t21z5v55vlm25s55 is a session ID. 8. In Short, SessionID values are stored in a cookie and there session information is store in memory inside of the worker process (InProc), typically w3wp.exe.