Do you mean the session is sleeping or a session whose connection has already been closed?
You can use the following script to find the login names of all connections:
select session_id, login_name, status from sys.dm_exec_Sessions;
Add a where clause with a status of sleeping, if required. If it's a session that's already closed, you can check the default trace file in the SQL Server directory but it doesn't contain much information:
C:\Program Files\Microsoft SQL Server\instance_name\MSSQL\Log