I am not getting the question is in which context. Serveral sessions are exist in container. For the user , usually there is only one session per ServletContext ( application).
It is possible that there may be more than one session per user per application, if the brwoser on the client machine is running in seperate thread for multiple windows and the user opens two different sessions.
I am also studying Servlet, so this may not be a perfect answer.
Narendra has it right. Each session is associated with a unique serial number, typically stored in the user's browser as a cookie. One user with multiple browser windows open may have multiple sesssions, depending on how the browser manages cookies. A single request can have only one session associated with it. The servlet API goes to great lengths to prevent interference between sessions for security reasons. A servlet container can be managing thousands of sessions "at the same time." Bill