Lots of ways to do this.
You could, indeed, save the list of checked checkboxes in a session variable.
But you could also just store them in hidden form fields.
Remember, an UNCHECKED checkbox has NO VALUE AT ALL when you get to the page that processes it (that's the nature of HTML...nothing to do with JSP). So any checkboxes that *do* have *ANY* value must have been checked. Which makes finding them and storing a list of them into a single string (and then storing that string into a session variable or into a hidden form field) very easy to do.
If you NEED the *values* of all the checkboxes, as well as whether or not they were checked, then likely the easiest thing to do is just create a hidden form field for each one, giving it the same name and value as the checked checkbox you found.