How can I make WSGI(Python) stateful?
Your question is a little vague and open-ended. First of all, WSGI itself isn't a framework, it's just the glue to connect a framework to the web server. Secondly, I'm not clear on what you mean when you say "state" -- do you mean storing information about a client on the server? If so, web frameworks (Pylons, Django, etc) allow you to store that kind of information in web session variables.
I'm quite new in Python world. I come from java and ABAP world, where their application server are able to handle stateful request. 
Is it also possible in python using WSGI?
Or stateful and stateless are handled in other layer?