HTTP sessions are not in themselves insecure. However, depending on your application server / container, the mechanism in which session cookies are sent back to the browser (and the lack of transport layer security is SSL) allows malicious parties to perform various attacks (crossite scripting, session hijacking, etc. ) I would spend some time learning these things with SQL injection to understand the full implications of using HTTP sessions. If your application runs in a firewall, there are often many more security risks than this, for example, social engineering.
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