failed to reconnect to your remote session
As mentioned in one of the answers, rebooting definitely helps. But if you dont wanna do that, try close all existing remote desktop windows IF you are having this issue and make sure there are no more remaining rdp processes in task manager.
I experienced exact same behavior, and in my case it was a low memory issue. I saw a antivirus eat up huge memory and there wasn't any more memory available in computer to open the RDP Connection. I simply restarted to fix it.