I like to know if someone disables the cookies in my browser then cookies dont work for my browser then how can I do sessions in java. I am writing servlets for server side
The other answers are great; I don't need to repeat that. But I do have some additional comments.
Please don't put session data (the entire session) in a cookie, but only a session id, possibly hashed. It's way too easy for people to edit the contents of a cookie. Leave the session data on the server; possibly in a database if you have lots of concurrent users or sessions live very long.
If even the session id itself is very precious you could even put it in a POST parameter, thereby preventing that it occurs in the URL itself.