This article applies to NoMachine v. 4. Starting from v. 5, NoMachine is able to create an X11 display when no X servers are running on this host (e.g. headless machine) to let users connect to the desktop.
If, when connecting to a remote Linux host v. 4, you receive the following message 'No available sessions the server', it is likely that you don't have an X server running or there is no virtual desktop functionality available.
As explained in the article: https://www.nomachine.com/AR10K00702, the free NoMachine package v. 4 requires that the X server is up and running.
If your remote Linux server does not have an X server running there, you may install the Workstation. Given that a desktop environment is installed on the remote machine, It will let you run a virtual Linux desktop there without the need to have the X server up and running.
If a desktop environment is not installed but an X application like Xterm is present, the Workstation will let users to run such application as a virtual custom application.
Alternatively, you can still consider to use the free NoMachine package by following instructions here on how to connect to a headless server: https://www.nomachine.com/AR10K00710