While i was trying to setup some reports on a SPF 2010 site.
After trying to add a Sql Reporting Webpart i get the error:

Session state has been disabled for ASP.NET.
The Report Viewer control requires that session state be enabled in local mode

I never came across that error before when using RSWebaprts in Sharepoint 2007:)
But i think is related to ASP.NET sessions state:(
Any to fix it you would have to start to make sure the SharePoint Server ASP.NET Session State Service is enabled.

Unfortunately in Sharepiint SPF2010 and SP 2010 you would have to do it using PowerShell
By doing :  Enable-SPSessionStateService -Defaultprovision

PS C:\> PSSnapin - Shows you all the PS Snapins
PS C:\> Add-PSSnapin "Microsoft.SharePoint.PowerShell" -- Adds the Sharepoint PS Snapin
PS C:\> get-command -Noun SP* -- Show all SP cmdlets
PS C:\> Add-SPShellAdmin -- (If you get error regarding the access to the farm you use this command to add an acct to able to run the Shell admin)
PS C:\> Get-Help Enable-SPSessionStateService - Shows helpp for  Enable-SPSessionStateService
PS C:\> Enable-SPSessionStateService -Defaultprovision - (enables/activates SPSessionStateService) you have more oprions available when you run the Get-Help Enable-SPSessionStateService
 

After running the cmd you should see the SharePoint Server ASP.NET Session State Service started in your service applications in the Central Admin Site.
And of course be able to add your RS webparts

Enjoy