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Sessions are the number one way we bypass the statelessness imposed by HTTP. We shouldn’t consider this an escape hatch to perform whatever actions we want: statelessness in web applications is a virtue, and we should respect it whenever possible. However, there are specific cases where it is vital to retain some state.
The session API in Yesod is very simple. It provides a key-value store, and a few convenience functions built on top for common use cases. If used properly, with small payloads, sessions should be an unobtrusive part of your web development.