You should generally risk only a small portion of your bankroll in a single session to manage variance and minimize the impact of potential losses. A common recommendation is to limit your risk to about 5-10% of your total bankroll per session. This approach allows you to handle fluctuations without depleting your funds, preserving your ability to continue playing long-term. By sticking to this limit, you can make strategic decisions without feeling pressured by the fear of going broke, promoting a more disciplined and less emotional approach to the game.