Are you creating and closing the session?
Does the correct file path exist and is it writeable? (You are using windows, right?)
I would also recommend checking the php configuration from the WAMP admin screen to make sure the session information is correct. If you make any changes to the path, you have to restart the web server.
Example from: http://php.net/manual/en/function.session-start.php
<?php
// page1.php
session_start();
echo 'Welcome to page #1';
$_SESSION['favcolor'] = 'green';
$_SESSION['animal'] = 'cat';
$_SESSION['time'] = time();
// Works if session cookie was accepted
echo '<br /><a href="page2.php">page 2</a>';
// Or maybe pass along the session id, if needed
echo '<br /><a href="page2.php?' . SID . '">page 2</a>';
?>
Page2.php
<?php
// page2.php
session_start();
echo 'Welcome to page #2<br />';
echo $_SESSION['favcolor']; // green
echo $_SESSION['animal']; // cat
echo date('Y m d H:i:s', $_SESSION['time']);
// You may want to use SID here, like we did in page1.php
echo '<br /><a href="page1.php">page 1</a>';
?>