You need to enable Session Cookies in your Browser to use ILIAS.

Tools -> Options -> Privacy -> Cookies
Enable 'Allow sites to set cookies' and activate option 'Keep
cookies' auf 'until I close Firefox'

Edit -> Preferences -> Privacy&Security -> Cookies
Go to 'Cookie Lifetime Policy' and check option 'Accept for current
session only'.

Internet Explorer
Tools -> Internet Options -> Privacy -> Advanced
- Check 'Override automatic cookie handling'
- Check 'Always allow session cookies'