I am unable to give create session privileges to a newly created user. I am using mysql version 8.0.22. I have tried "GRANT CREATE SESSION TO user_name"; but it's not throwing an error ERROR 1064 (42000).
So after searching few documentation I have found that there is no CREATE SESSION privilege in mysql 8.0 as @RiggsFolly said. So
To give all privileges:
GRANT ALL ON *.* TO user_name;