1. Run in PowerShell:
Enable-SPSessionStateService –DatabaseName "<your database name>"
or, if you don't mind guids in database names:
Enable-SPSessionStateService -DefaultProvision
2. Open web.config of the WebApplication where you want SessionState to be enabled and change line
<pages enableSessionState="false" (...)
to
<pages enableSessionState="true" (...)
3. Restart IIS