Update:
ctrl+a :sessionname can be used to display the name of the current screen session.
Previous answer (with a question about incomprehensible):
I also struggled with this until I came across the wonderful hardstatus feature. With these two lines in my ~/.screenrc I get the following at the bottom of the screen sessions.
hardstatus alwayslastline hardstatus string '%{= kG}%-Lw%{= kW}%50> %n*%f %t%{= kG}%+Lw%< %{= kG}%-=%D %M %d | %C:%s %A %1`%{-}'

What I see here is a screen session on my local computer with three windows ( bash , mumble , kalkyl ). In the active window called mumble I am connected to another computer via ssh, on which I start another screen session with three windows ( top , auto , bash ). I see all the windows in both sessions and keep track of where I am.
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