Are sessions over subdomains good?

Title basically says everything,

I have 2 subdomains and the users needs to login on both (using same database). Currently I'm using the same session for both of them, so if the user has logged in one subdomain he'll be able to access the other subdomain without having to connect a second time. I also have other subdomains but they don't require a login and don't use the session at all.

My question is simple, should I use the session only for one subdomain and make the user login on each subdomain or is it good how I'm doing now; are there are reasons why using sessions over subdomains is bad?