edit the security assist authenticate user server behavior and make sure there is no value for the success and failure redirects.
the MM_Username session is not one created by security assist so will not work. also, to show a session, you need to be on a php page.
to show the user name, go to the session tab of the security assist authenticate user server behavior, click the plus button and select the username column. Then place your cursor in the div where the user name should show, go to the bindings tab, expand the session collection, select the username session and click the bind button.