The following precautions should be taken in order that StateServer Mode work properly.
1) In StateServer session objects will be stored on a different machine which requires serialization. Objects which are serializable can only be stored on a state server
2) StateServer encrypts the objects using the machineKey specified in web.config. It should be same across all the systems
3) IIS metabase (\LM\W3SVC\2) should be identical across all systems in a web farm