(1) To verify this, you can type:
sudo tail /var/log/xrdp-sesman.log
(2) If you see the error message below, then it means you don't have VNC server installed.
[ERROR] another Xserver is already active on display xx
(3) To fix this, simply run this command:
sudo apt-get install tightvncserver
(4) After that, restart xrdp service by running:
sudo service xrdp restart
xrdp is the daemon that handles RDP remote desktop access from Windows machines to your Linux Mint PC. But it's not enough to install only xrdp - you need a VNC server. Unfortunately it's not automatically installed with the xrdp package.
The error message "error - problem connecting" after a successful login message isn't very helpful either. Searching the Internet can drive you in circles - I wasted at least 2 hours on finding out that I forgot to install the VNC server - ouch.
Thanks powerhouse from Linux Mint forum who shared this useful information.