I'm going to use
SHOW VARIABLES WHERE Variable_name LIKE 'character\_set\_%' OR Variable_name LIKE 'collation%'
To establish permanent changes to these, or any other, "Variables":
SESSION VARIABLES; these are used by your connection.
SET, it will modify only your session variable. The value will be lost when the connection closes.
Another note on utf8mb4... Most client software (php, phpmyadmin, etc) has a way of setting the
CHARACTER SET and
COLLATION for the connection. This is when you should establish that "the bytes in the client are "UTF-8" encoded. (The outside world calls it UTF-8; MySQL calls the same thing utf8mb4.)