newbe ORDER BY question

I have a database with `session` and `age` values for every record. I
want to sort all of the records by `session` and then sort that result
by `age.` Using ORDER BY `session`,`age` gives a result ordered by
`age.`

Is there a way to do what I want in a single SQL request?

By backup option is to GROUP BY `session` and then walk back through
the database with each type of `session` and ORDER BY age.

TIA