Connections over SSL are stateful. That is, they uniquely identify the client since they stay open all the time. So, it's an easy way for the container to keep track of which client is which client. I don't know SSL inside-out, so I couldn't say how it really happens--but it does.
As a servlet developer though, you shouldn't really have to worry about it too much. Just rest assured that the container knows how to identify clients based on cookies, or URL rewriting, or SSL connections.