Stateful Session Beans are a type of enterprise Java bean that maintain a conversational state with a client. Unlike stateless beans, they store information about the client's session, allowing for a more personalized interaction. This is useful in scenarios where the client needs to retain data across multiple method calls. These beans are typically used in Java EE applications to manage user sessions, such as shopping carts in e-commerce platforms. They can hold data specific to a user, making it easier to track progress and maintain context throughout the session.