As with most performance questions, the answer is "that depends".
Putting 10 objects into a single session is unlikely to impact performance. When you have 1000 simultaneous sessions, suddenly you have 10,000 objects hanging around and that can have a significant impact.
Of course, if you don't preserve that information in the session and you need it for each step a user performs, you will end up recreating it with each page and that can have a significant impact as well.
There are trade offs to be made with keeping the information local or fetching it when one needs it. You will have to do some
testing to figure out what's best for your program.
Start here:
EnterprisePerformance FAQ