Yes some times WordPress will slow because of sessions
In some cases we have started session in functions.php and header.php.
When we place session_start() in header.php site will slow down at that time we need to use cookies like below
Set cookie
<?php setcookie(“CookieData”, $value, time() + (86400 * 30), “/”); ?>
Get cookie
<?php echo $_COOKIE[“CookieData”]; ?>