Several reasons why this could happen.
This happens when a module is trying to initialize a session, before sessions have started, so you may need to debug to find which module is doing that.
The other thing that can help is to set the cookie domain in your configuration as .sitename.com and set path to / This is because it mixes www.domain.com and domain.com cookies up.
Lastly, if it's a customer trying to login when the error happens, find that customer and delete the contents of their basket. You may want to think about cleaning out the sales quote tables in the database if this is the issue.