Open your config/environment.rb and place this line someplace after the # Include your app's configuration here: comment.

ActionController::CgiRequest::DEFAULT_SESSION_OPTIONS[:tmpdir] = "#{RAILS_ROOT}/sessions/"

In this example if my application (on Windows) looks like this:
   
root/
    app
    config
    ...
    sessions

Then when you restart webrick or whatever web server you should see session data populate in the root/sessions folder.  This is an easy folder to access for session clean up if need be.

In production you could set up a task in cron or task schedule to delete these files periodically.