Answer to the Question no-1
“Session” is the term used to refer to a visitor's time browsing a web site. It's meant to represent the time between a visitor's first arrival at a page on the site and the time they stop using the site.
"Cookies" are text files with small pieces of data like a username and password that are used to identify your computer as you use a computer network. Specific cookies known as HTTP cookies are used to identify specific users and improve your web browsing experience.
Answer to the Question no-2
Actually, technically cookies are more secure than sessions are. Since sessions are based on cookies they can only be as secure as cookies are, and almost always less secure than that.