It sounds to me like you need to do some reading about this. As it turns out, there are many ways to "persist" information in a .NET web application.
The most global is indeed the session. You can fill a session variable when a person first hits a site. As long as you don't change it, it will stay set until the user closes the browser or goes for more than 20 minutes without posting back (hitting another page on the site). You can configure that in the web.config file.
Here is how to add something to the session. On one page, you can say something like ...
Session("UserID") = txtLogin.Text.Trim()
On another page, you can say something like ...
Dim cmd As New SqlCommand
Dim cn As New SqlConnection(Session("db_connectionstring")
cmd.Connection = cn
cmd.CommandText = "SELECT field1, field2 FROM sometable WHERE User = @UserID
cmd.Parameters.Add("@UserID", SqlDbType.Varchar)
cmd.Parameters("@UserId").Value = Session("UserID")
Dim dr As SqlDataReader = cmd.ExecuteReader()
blah.. blah... blah...