This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Yes, you can create your own "session" management approach, keeping in mind the following:
2. Serializability - your class implementing your sessions should be serializable for ease of storage on disk or database.
3. Life cycle management - you will need a way to clean up after a session life is ended.