I’d hate to wake up some morning and find out that you weren’t you!
—Dr. Miles J. Binnell (Kevin McCarthy) in Invasion of the Body Snatchers (Allied Artists, 1956)
HTTP is a stateless protocol. Without the concept of a session (not unique to Rails), there’d be no way to know that any HTTP request was related to another one. You’d never have an easy way to know who is accessing your application! Identification of your user (and presumably, authentication) would have to happen on each and every request handled by the server.1
1. If you are really new to web programming and want a very thorough explanation of how web-based session management works, you may want to read the information available at http://www.technicalinfo.net/papers/WebBasedSessionManagement.html ...