Sessions in WordPress themes & plugins.

functions.php

/**
 * Setup last page context.
 */
session_start();
function my_theme_php_shutdown() {
	$_SESSION['my_theme_from_search'] = is_search();
}
add_action( 'shutdown', 'my_theme_php_shutdown' );

/**
 * Display helper navigation to go back to search results/home when applicable.
 *
 * @return void
 */
function my_theme_helper_nav() {
	if ( isset($_SESSION['my_theme_from_search']) && $_SESSION['my_theme_from_search'] && ! is_search() ) {
		echo sprintf(__('<a href="%s">&laquo; Back to search results</a>', 'theme'), 'javascript:history.go(-1)' );
	} else {
		echo sprintf(__('<a href="%s">&laquo; Back to home</a>', 'theme'), esc_url( home_url( '/' ) ) );
	}
}