There is so much more to say about NX...
before logging the actual user an SSH connection is made with the "nx" user, using a public/private key scheme, by default the key pair is the Nomachine one. Not changing it is a security weakness to the server.
the (currently) free nomachine server implementation is limited to 2 NX users. Period, not 2 at the same time: 2 ever. This a very strong way to make sure that the free version is only used for evaluation purposes.
open source and free NX server alternative are Neatx (from google) and FreeNX they have a few less features.
X2Go is based on the same nxproxy library that handles the magic of encrypting and optimizing the network traffic, it is however incompatible with NX.