accessing a page via https loses session variables?

Good afternoon. I have an application running on the internet and I would like some pages to be run by https and not http. I'm testing like this: I enter the application on an http page. This http page calls an https page. When I enter this page https I have verified that the session variables are lost. Is this the way it works or am I doing something wrong? Can I do this, call only a few pages via https or do I have to run the entire application on https? Thank you