It's common practice in performance testing to leverage cookie support, unless your application doesn't use them.
To add cookie support, add an HTTP Cookie Manager to each Thread Group in your test plan. This will not only ensure that each thread gets its own cookies, but that they are also shared across all HTTP Request objects.
Image: JMeter Pro Cookie
Manager.
To add the HTTP Cookie Manager, select the Thread Group, select Add --> Config Element --> HTTP Cookie Manager, either from the Edit Menu, or from the right-click pop-up menu.
For more information on the cookie manager, please visit Cookie Manager Help.