Sessions
Keep in mind that HTTP is a stateless protocol. Each request stands alone, with no link to a past or future request.
This is exactly what sessions bring to HTTP. They make HTTP stateful by linking many requests to the same user.
A session is server-side state. It lets the server link many requests to the same user. The server app builds all the user's request data and stores it in memory. It then returns a session ID to the client.
When the client sends a second request with the session ID, the server fetches the data behind that ID. It then uses the data to handle the request.

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Session IDs can be returned in cookie headers. The browser sends cookies on every request. The session ID goes to the server each time. The browser app does nothing extra.
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Session IDs in the web server can be stored in memory or in a database or in a distributed cache.