Is it because of my varnish?
@harrison:
Thanks for your suggestion.
The wordpress folder is located at /var/www/www.example.com/public_html.
i have sudo chown www-data:www-data -R public_html folder.
so i did php -i |grep session and the session.save_path is set to /var/lib/php5.
Do i need to chown that folder?