The best way to do this is to use a session cookie to identify it. Cookies are set and retrieved as follows:
PHP Code:
setcookie  ( 'visited', '1', 0); // setting a cookie
$visited = (bool) $_COOKIE['visited']; // getting a cookie (always cast) 
You can check the cookie on your other pages to ensure the user has seen the index page. Why are you trying to do this, may I ask?