Once X2Go is installed, you will need to set up your first connection to be able to connect.
Go to Session -> New Session (if this is your first time launching the program, this window will most likely already be open).
Give the session a name, type in the hostname of the server in the Host field, and type in your username in the Login field (as shown in picture below, example data only). At the bottom of the window, you will need to drop down the Session type menu and select the correct desktop environment for the server you are connecting to. All other defaults will be sufficient.
This is an example for connecting to the Leibniz server.