Is `GRANT CREATE SESSION to "MYROLE"` working in Oracle 12 database?
You might be connected to wrong container database, probably CDB. 

Here is a demo which is working fine for me.

I am connected to orclpdb, a pluggable database as sysdba.

[oracle@oracdb ~]$ sqlplus sys@orclpdb as sysdba

SQL*Plus: Release 12.1.0.2.0 Production on Wed Sep 20 15:26:59 2017

Copyright (c) 1982, 2014, Oracle.  All rights reserved.

Enter password:

Connected to:
Oracle Database 12c Enterprise Edition Release 12.1.0.2.0 - 64bit Production
With the Partitioning, OLAP, Advanced Analytics and Real Application Testing options

SQL&gt; create role myrole;

Role created.

SQL&gt; grant create session to myrole;

Grant succeeded.

SQL&gt; create user testuser identified by testuser;

User created.

SQL&gt; grant myrole to testuser;

Grant succeeded.

SQL&gt; conn testuser/testuser@orclpdb
Connected.
SQL&gt;