These days RaspberryPis come with the RealVNC installed by default. More details here.
I found it works better than the old xrdp connection.
If you want to use xrdp, then you will have to purge RealVNC from your Pi first, then install xrdp on your Pi. RealVNC and xrdp are not compatible (they use the same port) so it's one or the other I'm afraid.
Hope this helps,