Enable WordPress Sessions

The reason for not working $_SESSIONS in WP Core:

The thing WordPress is doing with sessions is burdened inside ~/wp-includes/load.php.

The responsible function for resetting the $_SESSION to null is wp_unregister_GLOBALS(). So in case you really need it, you’ll have to turn register_globals off in your php.ini file.

/**
 * Turn register globals off.
 *
 * @access private
 * @since 2.1.0
 * @return null Will return null if register_globals PHP directive was disabled
 */
function wp_unregister_GLOBALS() {
    if ( !ini_get( 'register_globals' ) )
        return;

    if ( isset( $_REQUEST['GLOBALS'] ) )
        die( 'GLOBALS overwrite attempt detected' );

    // Variables that shouldn't be unset
    $no_unset = array( 'GLOBALS', '_GET', '_POST', '_COOKIE', '_REQUEST', '_SERVER', '_ENV', '_FILES', 'table_prefix' );

    $input = array_merge( $_GET, $_POST, $_COOKIE, $_SERVER, $_ENV, $_FILES, isset( $_SESSION ) && is_array( $_SESSION ) ? $_SESSION : array() );
    foreach ( $input as $k => $v )
        if ( !in_array( $k, $no_unset ) && isset( $GLOBALS[$k] ) ) {
            $GLOBALS[$k] = null;
            unset( $GLOBALS[$k] );
        }
}

The idea behind it?

Also of note, is that technically there is no real need for sessions, there are always other avenues. Sessions rely on a session ID to validate and provide continuance, but these can be intercepted/predicted/stolen, at which point someone can impersonate you

^{– by @TomJNowell in the comments.}