Samsung TV Application running under a single-webpage architecture. All of the "scenes" will injected to index.html and becoming single instance which is "never" reloaded, So i never use session/cookies since all of global javascript variable will do the information sharing between scenes.
But if you want to use session/cookies for storing data after the application closed, you can use the File API to store text data in the TV and the data will "live" until the application uninstalled.