This method allow to store data on drupal session using drupal session table (not php $_SESSION).
Storage is different for each users ans each visitors if anonymous
Disable cache for a custom page from route declaration.
If you want to disable cache for a custom controller (Custom module), You have no_cache option (YOUR_MODULE.routing.yml).
Example :
File : mymodule.routing.yml
Memcache is caching server allow you to incrise and have great performence on your site. Drupal and memcached work very well and here the full tutorial you need to install and setup memcache server and your drupal instance.