For starters, it's recommended to stop using scriptlets, those <% %>
things. They don't work nicely together with JSTL/EL. You should choose for the one or the other. As scriptlets are officially discouraged since a decade, it makes sense to stop using them.
Coming back to your concrete question, the following scriptlet
<% String what = (String)session.getAttribute("BANG"); %>
can just be done in EL as follows
${BANG}
So, this should do it for you:
<c:if test="${BANG == 'Song'}">
This block will be executed when the session attribute with the name "BANG"
has the value "Song".
</c:if>
Or, if you really need to have "Song"
in a variable, then so:
<c:set var="bang" value="Song" />
<c:if test="${BANG == bang}">
This block will be executed when the session attribute with the name "BANG"
has the same value as the page attribute with the name "bang".
</c:if>
See also: