Using the session_start function does not require you to generate your own ID. An ID is automatically generated for you.
$sessionID = session_id ();
When you load the page, the variable $sessionID can be placed on any of the URLs. But if you don't want to do this, the session ID is always passed on to the next page automatically anyway. If this is not what you're looking for, could you add slightly more detail to your post please?