Page Chapter 16. Sessions, Page 257

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(Middle sentence) The exception to this is if the requestor doesn't accept cookies; in this case no row will be written to the sessions table.

Correction: 

Actually if anything has been stashed in $_SESSION then a row will be written to the sessions table. If the requestor doesn't accept cookies (and hence won't have presented one to the site) then while it is true that in general in this case a row won't be written to the table, the reason for this is that it is unusual for page requests for anonymous visitors to store anything in $_SESSION.