It’s not currently possible to save the entire session state across reboots. Some things could be restored, like the list of open buffers, cursor positions and register contents, but other things can’t, like mappings and hooks and highlighters. In addition, Kakoune can’t control anything about the number and layout of clients in a session, so that can’t be restored either.
I use my kakoune-state-save plugin to save and restore my command and search histories, and my last cursor position in each file. That’s definitely not a complete session-restore solution, but I find it better than starting completely from scratch every time.