Just a note that in base version WP 5.8, $block_editor_context can be either an object or a string. If you are using this filter and type hinting your callback, this could be the cause of the errors you’re undoubtedly seeing.

Using @heldervilela code above as an example, you may need to do this:

/**
 * Adding a new (custom) block category.
 *
 * @param   array $block_categories                                Array of categories for block types.
 * @param   WP_Block_Editor_Context|string $block_editor_context   The current block editor context, or a string defining the context.
 */
function wpdocs_add_new_block_category( $block_categories, $block_editor_context ) {
    // Check the context of this filter, return default if not in the post/page block editor.
    // Alternatively, use this check to add custom categories to only the customizer or widget screens.
    if ( ! ( $block_editor_context instanceof WP_Block_Editor_Context ) ) {
        return $block_categories;
    }

    // You can add extra validation such as seeing which post type
    // is used to only include categories in some post types.
    // if ( in_array( $block_editor_context->post->post_type, ['post', 'my-post-type'] ) ) { ... }
 
    return array_merge(
        $block_categories,
        [
            [
                'slug'  => 'my-block-category',
                'title' => esc_html__( 'My Block Category', 'text-domain' ),
                'icon'  => 'wordpress', // Slug of a WordPress Dashicon or custom SVG
            ],
        ]
    );
}
 
add_filter( 'block_categories_all', 'wpdocs_add_new_block_category' );