I remember most of my sessions. Sometimes when my therapist lectures at me (or, rather, when I perceive him to be lecturing at me), I tune him out. So it's not so much that I don't remember what he said. I simply stop paying attention sometimes.

Every once in a while, I selectively forget things he said. The first time he told me he likes me, I forgot all about it until something in a book triggered the memory. It was really weird.