I am implementing custom user registration system for website clients, so that they can edit their information. But I have read a lot that WordPress do not support session. For example,

I have made a login panel and it is working fine. But I want to know what is correct way to use session or how can I make my own custom registration system with session and cookies

I am using session_start() and then store the details in session variable, but after reading a lot on WordPress sessions, that it is stateless and destroys the session. I want your opinion. I am confused, am I doing it right way?