If you do a Google search, you'll see that there are several possible reasons for this. One possible reason is that you have to add at least one item to the Session object before either jumping to another page or before refreshing the current page.
For example:
Code:
protected void Page_Load(object sender, EventArgs e)
{
if (Session["test"] == null) Session.Add("test", "yo");
TextBox1.Text = Session.SessionID.ToString();
}
If you comment out the "if" statement above, you'll see a different SessionID every time you refresh the page.