WebSockets are useful when the server needs to push some real time information to the client about some events that happened on the server. This avoids the client making multiple polling AJAX calls to verify if some event has occurred on the server.
Think of a simple chat application. If the client needs to know if the other participant in a chat session has written something in order to display it, he will need to make AJAX calls at regular intervals to verify this on the server. On the other hand WebSockets allow the server to notify the client when this even occurs, so it is much more efficient in terms of network traffic. Also the WebSockets protocol allows the server to push real time information to multiple subscribed clients at the same time: for example you could have a web browser and mobile application subscribed to a WebSocket and talking to each other directly through the server. Using AJAX those kind of scenarios would be harder to achieve and would require much more stateless HTTP calls.
I understand that session cookies will be sent between client and server during every http requests, is this case the same during client<=>server interactions using sockets
The WebSockets protocol is different from the HTTP protocol. So after the initial handshake occurs (which happens over HTTP), there are no more notion of HTTP specific things such as cookies.
There's one important thing that you should be aware when using WebSockets: it requires a persistent connection to be established between the client and the server. This could make it tricky when you need to load balance your servers. Of course the different implementations of the WebSockets protocol might offer solutions to this problem. For example Socket.IO has a Redis
implementation allowing the servers to keep track of connected clients through a cluster of nodes.
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