Checking up on a new-made site, I found that the sessions were being put
in /tmp instead of tmp/sessions.
I had created the site as a checkout from subversion. When I created the
subversion project, I had eliminated the tmp directory from the project,
along with other stuff that didn’t matter. I guess I assumed that rails
would recreate it and its subdirectories as necessary. I was wrong.
If you create them manually or run rake tmp:create (and restart your
fcgi processes if needed), the problem will be fixed.