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Can't read the scripts. But can follow them.
All the client gets is a HTTP response with a mime type that tells it what's coming, usually text/html. So no it doesn't matter in the slightest if it comes from cgi or anything else.
However you may have some issues if you do the following:
Use post variables instead of get. Pages won't have unique URLs.
Use session ids as mentioned, urls will be different every time.
Search engiones used to have problems with dynamic pages because of the funny characters like & and? but this is ok now I believe.
Cheers,
Nigel