In the control panel it says:
[] Note: Sessions can be problematic for many users. Please do not enable unless absolutely required. [/]
I thought it was cookies that were problematic, because of browser settings and so on, and that sessions would always work.

can somebody please explain why it's vice versa?
thx!

The "many users" there refers to site admins as opposed to the users of the boards. Setting up sessions used to be quite hard, and keeping track of sessions on the end-user side of things can be a little tricky... not to mention things like session hijacking...

It's always best to use cookies only.