Thomas,
I got this similar problem when I installed my Moodle 3 days ago.
I´m getting the message below :
Warning: Unknown(): open(/usr/moodledata/sessions/sess_924b4548ce1d2b1b85f00ce9a4c21b55, O_RDWR) failed: Permission denied (13) in Unknown on line 0
Warning: Unknown(): Failed to write session data (files). Please verify that the current setting of session.save_path is correct (/usr/moodledata/sessions) in Unknown on line 0
For additional details, see my post on Wed, 04 May, 2005.