Q:

Create PHP session for all users or only ones who want to log in?

At the moment my CMS creates a PHP session for every user who visits the site. I'm thinking about only creating a session for users who want to log in. The problem I have here is that some UI elements for logged in users are on all pages, so on every page request the system has to check if the user is logged in, which means I have no other option to start a session on every page request? Or am I wrong? Is it normal practise to create a session for every user, even if dose not want to log in? 
Short, I'd like to know if A. there is an option in my use case to only create a PHP session for users who want to log in and B. if it consider bad practise creating a session for every user, regardless if he wants to log in or not. If this isn't the case, I can leave things as they are really ...

A:

You have no (real) choice. You can not know, that a user is logged in (or not) without a session.

