The problem seems to be that you are not in the sysadmin fixed server role, which is listed in the documentation as a requirement for reading syssessions directly.

This is not a problem we can solve for you.

There is no easy way to "get around" a sysadmin required security restriction unless someone is willing to give you sysadmin (which I doubt and don't recommend anyway).

I'm not sure where you read about help_sessions but that is not a stored procedure that ships with SQL Server, so that is why you can't find it.

Now, you can have someone with appropriate access create this procedure for you:

USE msdb;
GO

CREATE PROCEDURE dbo.help_sessions
WITH EXECUTE AS OWNER
AS
  SELECT session_id, agent_start_date
    FROM dbo.syssessions;
GO

GRANT EXECUTE ON dbo.help_sessions 
  TO [your explicit user or whatever role(s) you're in];'

But I suspect you won't be able to do that yourself.

That said, since we've now learned that you just want to know when SQL Server Agent last started:

SELECT login_time
  FROM sys.dm_exec_sessions
  WHERE program_name = N'SQLAgent - Generic Refresher';

Which doesn't require sysadmin , only VIEW SERVER STATE (see the docs).