I think a session object is a non-persistent object that implements some business logic running on the server.It also serves as a logical extension of the client program that runs on the server. A session object is not shared among multiple clients. It does not survive a crash and/or restart of the container, although a high-end container implementation can mask container and server crashes to the client. Therefore a session object is not meant to store any data other than that of a temporary requirement.
     Where as an entity bean is a component that represents an object-oriented view of some entities stored in a persistent storage, such as a database, or entities that are implemented by an existing enterprise application. Multiple clients can access an entity object concurrently.Each entity object has an identity which, in general, survives a crash and restart of the container in which the entity object has been created.
    If u use a session bean for data storage ..will that data survive a crash or is concurrently accessible etc etc..