function DeleteBook(idimg) {
// idimg is a string
            var userConfirm = window.confirm('Are you sure?');

            if (userConfirm == true) {

                Session["forDelete"] = a; //doesn't work
                window.open('Delete.aspx');
            }
            else
                return false;
}

Session["MySession"] = ...;

$.ajax({
  type: "POST",
  url: "Default.aspx/SetSession",
  data: "{MyValue:a}",
  contentType: "application/json; charset=utf-8",
  dataType: "json",
  success: function(msg) {
    // Do something interesting here.
  }
});

public partial class Default : Page
{
  [WebMethod]
  public static string SetSession(string MyValue)
  {
    Session["forDelete"] = MyValue;
  }
}