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In SharePoint 2007, if you tried to run an InfoPath form on InfoPath form services before installing a Shared Service Provider you received an error saying that there was no session state available.

I have been setting up SharePoint 2010 manually to understand the process in more detail and had been looking out for some service to do with Session State. However, the State Service is not a service you can create through the Central Administration site. As this is the cause, I presumed that session state would be handled by another SharePoint managed service.

After setting up a web application and site collection, I tried to publish a page and received an error something like the following, "An error has occurred with the Form Service there is a misconfiguration of the Microsoft SharePoint State Service”.

So there is a state service! Unfortunately the state service can only be created via the Farm Configuration Wizard or  manually by using Powershell.

After some digging I found the following post on Technet.

Essentially the process to create the State Service is the following:-

• Logon to SharePoint Farm
• Run the SharePoint Powershell Management Console
• Create the state service app by typing: $stateserviceApp = New-SPStateServiceApplication -Name "My State Service"
• Associate a database with the state service by typing: New-SPStateServiceDatabase -Name "MyStateServiceDatabase" -ServiceApplication $stateserviceApp.
• Associate a state service proxy to the state service by typing: New-SPStateServiceApplicationProxy -Name "My State Service Proxy" -ServiceApplication $stateserviceApp -DefaultProxyGroup.

This will create a State Service for your SharePoint farm.

For more information please see the following Technet Article