No universal answer.. every community has a different answer. :)

Gathering can be used more informally than the other words. Like a family gathering (When your whole family gathers to a place). Convention is used more for things like a "comic book convention" or an "anime convention" . A place where people gather to talk about the same thing or buy certain products. Conference is used more for when businessmen and women meet together to discuss business etc. Congress is a branch of government. The meaning can change depending on which country. It can also mean on its own "to congress" but it's not really used as a verb since it's outdated. Assembly is a word used formally to describe gathering and it is also commonly used as "school assembly" (When the whole school gathers) When I think of a "rally" I think of people gathering to protest something. (It's usage here is formal) Council is like Congress in that the difference depends on the country. Like city council (It's a government thing) Session is not really used, so I wouldn't worry about it to much. All of the words mean either gathering or a group of people, but their connotations are different.

In many cases, these words will be synonyms for one another and can be used interchangeably. However, there are special cases when one of the choices might be better suited than the others. conference: business-related, usually involving a large group of people listening to expert speakers; also used for "parent-teacher conferences" (an official time for parents and their child's teacher(s) to meet and discuss the child's progress); it is also used for a gathering of large animals. congress: usually used to represent a large group of people or animals that are in motion; it is also one of the law-making bodies in the United States (always capitalized when used in that way). meeting: often business-related; can be formal or informal, and can involve as little as two people or a large group. assembly: this is usually used to describe an event with a large number of attendees who are invited or summoned. It's a very formal word and only used in rare, very specific cases. rally: this is usually used for political gatherings, or any event where 'support for a cause' is being gathered. council: usually a formal and official meeting of a group of delegates or elected officials, but it is also sometimes used for clubs and philanthropic organizations (charities). session: a meeting of any size group of people that occurs regularly, but this is rarely used except when describing "legislative sessions" (meetings when the law-making body meets to discuss something). convention: an event for like-minded people to gather and discuss a hobby, profession or interest; they can be casual in nature (like a ComicCon) or they can be very professional (like the National Convention of US Tax Attorneys). Conventions are usually large events with many, many attendees. gathering: this is informal and usually a small or moderately-sized group of people, but it might also be used for a large group at time. It can be used any time people or animals come together, for any purpose.