migration from mysql 4.1.0 to mysql5.6.2
Please read this but report:

http://bugs.mysql.com/bug.php?id=69027

The workaround ("solution", really) to this is to change the password for the affected user to a post-4.1 hash. This is really a recommended best practice, regardless - password hashing and authorization process prior to 4.1 has notable security limitations (discussed in documentation at http://dev.mysql.com/doc/refman/5.0/en/password-hashing.html).
Restoring a 4.1 version of the mysql schema on to a 5.6 server is a bad idea at any rate, because 5.6 has additional columns in some tables and some completely new tables, which may or may not be missing now depending on how you configured mysqldump when you created the dump file. You may have caused other problems that you may not see immediately.

Also, specify skip-secure-auth option in [mysqld] section of my.cnf/my.ini file of your MySQL server and restart it.