I have set up x2go on an Ubuntu 14.04 machine, and it connects and
creates a new session fine.
However, when I have the first session running an application like
Firefox or Thunderbird, then have
a 2nd user log in, the 2nd user cannot run Firefox. He gets a message
"Firefox is already running".
If the second user is using a different user ID you should be fine, they
will have a different home directory, a different mozilla/firefox/(profile)
subdirectory, and a different .parentlock lock file. You can not have two
users with the same UID/home directory run copies of Firefox