I am running Civi 4.6.10 on WP 4.3.2.
I know this sounds like a several other existing questions but I've tried all the suggested solutions and no fix.
When a user is logged in (or even logged out but the system remembers them) the user can register for an event. When I am in an incognito window or a new browser where I have never logged in before, when I press Continue from the first page of the Registration, I get the error "Sorry but we are not able to provide this at the moment. Could not find valid value for id."
I did a bunch of debugging and found the real underlying issue to be that the CRM_Core_Session Object is empty. There is an [entryURL] but no [qfPrivateKey] or [qfSessionID]. When I am logged in (or logged out but recognized by the system) then I see that the CRM_Core_Session Object has both the [qfPrivateKey] and [qfSessionID].
I have verified that my base url in my civicrm.settings.php file does have "http://www.mysite.org" and the URL on the pages have www.
There is an anonymous user role in my Wordpress install and I tested giving it full civi permissions and it did not solve the problem.
In CiviCRM -> System Settings -> CMS Database Integration I set civicrm as the base page and added it as a parent page to my event registration page - didn't help.
The event registration form that I have been testing with was generated from a Wordpress shortcode. If I go directly to the link for the event registration generated from Civi then when I press continue, I don't get an error but it just refreshes the page and I see that the session object is empty.