To have some information, you want to start Xfce from the terminal (I have
not tried the following steps since I neither use LXDM nor Xfce... but it
should work!) :
1) Press Ctrl+Alt+F1 (or F2 or... F6);
2) Log in the terminal session;
3) Stop the display manager with the command 'sudo service lxdm stop';
4) Launch Xfce with the command 'startxfce4'.
Either it will work (and the problem is to be searched in the configuration
of the display manager or the X server) or it will crash and you will be able
to read error messages to help you understand what happens.