My x2go server is my desktop at work and there is a .bashrc that launches keychain and loads my ~/.ssh/id_dsa into the session environment.
the terminal gets the following output before the prompt:
Then you get a bash prompt.
This output becomes the text of the error message when I try to connect to this same box via x2go-client.
The relevant lines in .bashrc are:
/usr/bin/keychain ~/.ssh/id_dsa source ~/.keychain/rhall-sh