ASP.NET - session user in session state management

can some body explain what is user session, where its saved in session management compared to application state management.
 
In application state management, how it is independent of session user. ?
 
so what's this session user ?
 
Thanks

You'll want to read ASP.NET Session FAQs:

https://www.nullskull.com/a/1611/aspnet-session-how-to-faqs.aspx