I'm getting the impression that you don't understand the statelessness of a web application.
Application_Start ONLY runs ONCE when the first client hits the site after the application has been unloaded (server reboot, IIS restart, etc).
Session_Start runs on the first hit for a new client.
Those methods are not user specific. This article might help you get a better understanding of Global.asax:
From your posts it sounds like you want to affect the user's experience at some point in time after they have entered the site. This would typically require some kind of session value storage (asp session, a cookie) to track the user's time.