Custom wordpress admin page/url “You do not have sufficient permissions to access this page.”

This is what you need:

function my_special_function(){
    ?>
        <div class="wrap">
            <h2>Hello World</h2>
            <!-- ALL THE CUSTOM MARK UP SHOULD BE INSIDE WRAP-->
        </div>
    <?php
}

function my_menu_page(){
    add_menu_page('Page title', 'Menu Title', 'administrator', 'page_slug', 'my_special_function');
}

add_action('admin_menu', 'my_menu_page');

Try this!