The error usually comes when you install SharePoint 2010 in stand alone mode because if you do so the default behavior is that session state for access reports is not enabled and you need to do so. You generally come across this error while creating Contact, Asset and other type of Web Databases.
Enabling Session State for SharePoint 2010 Access Reports:
1) Open SharePoint 2010 Management Shell
2) Type in the following command PS C:\Users\sp> enable-SPSessionStateService
3) You should get the following response:-
cmdlet Enable-SPSessionStateService at command pipeline position 1
Supply values for the following parameters:
4) Type in the Database Name as accessreports (DatabaseName: accessreports) – This will create a new database in SQL names accessreports
5) You will be return to the root path PS C:\Users\sp>
6) Open the normal command prompt and restart the IIS by typing in iisreset
7) Go back to your site and check, Access reports will now be working ..