Follow the instructions to install xrdp on Ubuntu, or compile from source, if needed (glyph bugs fixed in 0.99+)
Edit /etc/xdrp/sesman.ini to correctly configure the Xorg path.
echo "gnome-session" > ~/.xsession to correctly setup GNOME environment.
To login, create new session using Mac RDP client. use username@machinename for authentication.
Login should display another login screen. For this, just use username. If prompted for authentication in GNOME session, click cancel.
Black screen? Not using @machinename in first authentication step.
Incorrect fonts/glyphs with Mac RDP client? Use xrdp 0.99 or higher. May need to compile/install from source.
Blue screen after XRDP prompt? Xorg path is likely not configured correctly. Test by SSHing and launching Xorg session manually. Details can be found in log.
Login OK, but immediate logout. Probably trying to login using same username / already logged in elsewhere.
Other? Check /var/logs/xrdp.log and xrdp-sesman.log