I think the cookies are disabled in the settings for safari. You can enable the cookies on the safari browser on the IPhone see: http://rf.com/how-to/how-to-enable-cookies-on-the-iphone/
Cookies are necessary to keep track of your session. By default the iPhone accepts cookies from visited websites, so this error will only pop up if the user explicitly disabled cookies. Whether your iPhone accepts cookies can be configured in the Settings panel.