A Session is an object that can be associated with a request. This is an implicit object that you get for free in
JSP.
Now in order to get the behavior you want you need to understand what the session is really doing behind the scenes. If you understand what is happening then you can write your own mechanisms for tracking sessions.
As mentioned above, the session object is real just setting cookies or rewritting URL's. The default behavior is setting cookies and if that is not available the URL is rewritten.
Your applications behavior will be dependent on the browser. If the browser shares cookies with its other instances then their will only be one active session available using that browser. If you rewrite the URL (in theory you could code a mechanism that will POST the session id instead and get the same results) then the sessions will/can be seperate for each instance of the browser or even for different windows of the same instance of the browser. (I say CAN be different because I could cut and past the session id from one window into another and then have two windows with the same session)
Obviously if you are running two completely different browsers, say netscape and IE, they don't share cookies and you will have two sessions.
I hope this helps.