Vim Editor Undo

In Vim Editor while in normal mode when I enter 'u' it undoes all the changes made in last session instead of one line. Can anybody help regarding this.

See :h undo-blocks:

One undo command normally undoes a typed command, no matter how many changes
that command makes.  This sequence of undo-able changes forms an undo block.
Thus if the typed key(s) call a function, all the commands in the function are
undone together.

And further down:

To do the opposite, use a new undo block for the next change, in Insert mode
use CTRL-G u.  This is useful if you want an insert command to be undoable in
parts.

If you always want line-wise undo blocks, you can use something like:

:inoremap <cr> <c-g>u<cr>

which will automatically include <C-g>u whenever you press Enter in Insert mode. Then u will undo the last line you entered if you entered multiple lines at once.

The keystroke for this is Shift-u (i.e. capital U).

Unlike 'u', 'U' conducts an 'undo' operation on the line you are in, and is considered an operation in itself (meaning it can be 'undone' by a 'u' command).

Type :help U in vim while in Normal mode to see the documentation for the 'U' command in more detail.