You can assign some value to Session
and increment it on each step instead of just checking that if session exists.
if(Session["form_data"] == null && Session["form_data"].ToString() == "2") //2 is for second step
{
throw new ArgumentException("Session not created!");
}
For first step
Session["form_data"] = "1";
For second step
Session["form_data"] = "2";
So on...