import praw
hey = praw.Reddit(
client_id="",
client_secret="",
user_agent="my user agent",
user_name="",
password=""
)
print(hey.user.me())
hey.subreddit("AskMen").subscribe()
And in the output console only "none" is printed
praw.exceptions.RedditAPIException: USER_REQUIRED: 'Please log in to do that.'
The main problem was in the statement of "user_name". It should be username not user_name.