ASP.NET provides mechanisms for storing information for a single user session or across multiple sessions. This is done using the HttpSessionState and HttpApplicationState classes. The Page class has Application and Session attributes to provide access to current objects. The simple way to access them is as following:

if (Session["FirstName"] == null)
{
    LabelFirstName.Text = "FirstName";
}
else
{
    LabelFirstName.Text = (string)Session["FirstName"];
}
if (Session["LastName"] == null)
{
    LabelLastName.Text = "LastName";
}
else
{
    LabelLastName.Text = (string)Session["LastName"];
}