HTTP is a stateless protocol, which means it does not maintain state between requests. To manage a user's state, a web application uses mechanisms like session management. Cookies are commonly used to store session tokens that uniquely identify a user's session with the server, allowing the server to maintain state and provide a consistent experience throughout the user's interactions. Although mechanisms like tokens and caching can be involved in the process of maintaining session state, cookies are the specific technology responsible for facilitating session management between client and server in a web application.