Do you have some code to show where you created a session, or is this happening only fresh install without you doing anything else? Are you getting any error messages, try to give more information please. Make sure you have the latest version installed.
Actually, it's normal secure behavior. You can check it in chrome debugbar here at laracasts.com or even laravel.com.
Refresh page and see result
Or if you do mean real session id get through, say, Session::getId() then you have to check config/session.php file. Probably domain or path settings could be wrong