From the Studio of your event, go to the "Event data" section, and then "Sessions".
Once in the Sessions tab, click on the session you want to make private. Once your are on the session, go to the tab entitled "Preferences".
Here is where you can choose to activate the "Make the session private" option. When the option is activated, the session is visible only to those registered with it. The option is active when the button is coloured, and turned to the right (see below).
Besides making the sessions private individually, you can also make all the sessions private at once by clicking on Sessions Settings> Default Session Preferences and toggling right on the “Make the session Private" option.