It depends on which mode you are using:
- If you are using InProc mode, objects stored in session state are actually live objects, and so you can store whatever object you have created.
- If you are using State Server or SQL Server mode, objects in the session state will be serialized and deserialized when a request is processed. So make sure your objects are serializable and their classes must be marked as so. If not, the session state will not be saved successfully.