Hello all - I recently had a similar issue connecting from Windows to Zorin, and it took some looking and piecing together to find what worked. Here’s what worked for me, and what didn’t:
1) Your username can’t start with an uppercase letter - the login process won’t tell you that, it just won’t work and results in some arcane error like “cannot connect to display 0” or the like. Zorin let me create whatever username I wanted, which was my name (including i-cap, space, all those bad things that work perfectly and looked nice in Zorin when I logged on). I changed mine to all lowercase, no spaces or special characters.
2) Your password must be a strong password - using 3 of 4 of the [uppercase, lowercase, number, character]. I had a simple password because I’m on a private inaccessible network, had to change it. Similarly, the RDP attempted connection won’t give you a hint that’s the case, it just won’t work. Check out this link for confirmation/info [see 11-03-2020 post by Sevemo]: https://www.linuxquestions.org/questions/linux-newbie-8/xrdp-sending-login-information-to-login-manager-failed-display-0-a-4175676157/
Also, here’s how to avoid having the RDP session immediately show, then disappear: https://askubuntu.com/questions/678979/remote-desktop-rdp-blank-screen-and-aborts-after-disconnect
Here are the steps that worked for me (in addition to what’s above):
first:
sudo apt-get install mate-core
then:
echo mate-session> ~/.xsession
Lastly, the RDP then worked from Windows to Zorin, but wasn’t as beautiful as the Zorin UI is natively (it defaulted to Gnome or something, which could be changed using Appearance, but not as well as I wanted). In the end, I ended up making Zorin my main machine, and RDP’ed into my Windows boxes using Remmina - so much better. Easy, clean, reliable, fast, effectively pixel-perfect remotely, all that. Audio was fine, though I have a headset on one of the Win boxes that I just use (while remoting in for the desktop) and turn off remote audio, works great.
Hope that helps someone from all the digging, piecing together, and head-banging I had to do.