I know that the Jsessionid has to be different all the time and so I probably have to manage it. I'm surprised that NeoLoad does not replace it by a variable when searching for dynamic parameters since it is a common dynamic value.
The JsessionId is used by JAVA applications to maintain the state of a user that is connected to the application. It is usually done through cookies and also appended at the end of the URL's.
NeoLoad automatically handles cookies set by the server like JSessionid. So you don't have to manually handle them. It is done even if you do not see any NeoLoad variables.
When the JSessionid is appended at the end of the URL's, NeoLoad also handles it but using URL rewriting mechanism.
If you select your server in the NeoLoad server list in the Design section, you should see the URL rewriting enabled for the Jsessionid.
Also in that case, you won't see any NeoLoad variables in your script but still NeoLoad will automatically handle that JSessionid.So if you run a user validation and check the JSessionId, you will see that new values are now used.
For more information, see “Servers” under “Design” section in NeoLoad documentation.