Following are the things to remember so that StateServer Mode works properly :-
1- StateServer mode session data is stored in a different process so you must ensure that your objects are serializable.
2- elements in Web.config should be indentical across all servers. So this ensures that encryption format is same across all computers.
3- IIS metabase (\LM\W3SVC\2) must be identical across all servers in that
farm.