I ran into this error after my connection got disconnected due to a power outage during a storm. Googling around I could not find a solution to fix my situation. On a hunch I connected a keyboard and monitor to the server logged on and off in the GUI then tried the NX connection and it worked, so in my situation it seems some Xorg files got corrupted causing NX to fail starting an X session.
If this ever happens again I would like to try fixing it from an ssh connection by clearing X related files and locks for the user, as some fixes online involved adding a new user to NX and using the new account. So it looks as if the problem might be caused by unreleased locks or session files.