I am trying to use x2go windows client on windows 10. For that I installed the newest available release of X2Go Version 4.5.0.2-2016.09.20 and also a heuler version 4.5.0.3 from x2goclient-4.0.5.3-2016.11.16-944dadf-setup.exe The installation went well in both cases, X2Go starts also without any problems. Unfortunately, connection to an X2Go servers fails due to problems with the cygwin1.dll version.

Running the X2Go windows client in debug mode I have messages like this:

...

x2go-DEBUG-../src/onmainwindow.cpp:10538> User mode OpenSSH server started successfully.
0 [main] sshd (5160) C:\PROGRA~2\X2GOCL~1\sshd.exe: *** fatal error - cygheap base mismatch detected - 0x1357408/0x1167408.
This problem is probably due to using incompatible versions of the cygwin DLL.
Search for cygwin1.dll using the Windows Start->Find/Search facility
and delete all but the most recent version. The most recent version *should*
reside in x:\cygwin\bin, where 'x' is the drive on which you have
installed the cygwin distribution. Rebooting is also suggested if you
are unable to find another cygwin DLL.
0 [main] sshd 10156 fork: child -1 - forked process 5160 died unexpectedly, retry 0, exit code 0xC0000142, errno 11

...

So it seems that there is an issue on Windows 10 with the cygwin1.dll that comes with the X2Go installation. The same X2Go Windows Client works well with Windows 7.

cheers