Flag a new session when the gap is too large

WITH flagged AS (
  SELECT user_id,
         event_time,
         CASE
           WHEN event_time - LAG(event_time) OVER (
             PARTITION BY user_id
             ORDER BY event_time
           ) > INTERVAL '30 minutes'
           OR LAG(event_time) OVER (
             PARTITION BY user_id
             ORDER BY event_time
           ) IS NULL
           THEN 1 ELSE 0
         END AS is_new_session
  FROM user_events
)
SELECT *
FROM flagged;