You probably know the main one in the web.config but the other is used by analytics. If you change one you should probably change the other or session will be in different places.
This article shows the sharedSession tag you need to change:
https://doc.sitecore.net/sitecore_experience_platform/81/setting_up_and_maintaining/xdb/session_state/walkthrough_configure_a_shared_session_state_database_using_the_sql_server_provider
