In some cases after configuring a State Service Application you may receive the error in the SharePoint 2010 Heath Analyzer stating that A State Service Application has no database defined:
No State Service database is associated with the following State Service Applications: Session State Service Application. This may result in errors when using some SharePoint Server components.
If this is the case and this DB does exist you can run the following SharePoint PowerSehll Command:Mount-SPStateServiceDatabase -Name <DatabaseName> -DatabaseServer <ServerName>
If your SharePoint Database name is Session_State_Service_DB and the DataBase server is named SHAREPOINTDB and the instance is SHAREPOINT (i.e. SHAREPOINTDB/SHAREPOINT) the the syntax will be similar to this: