The default install on debian will have your system boot into graphical mode;
sudo systemctl set-default graphical.target
Which will prevent XRDP from working correctly. (You will get an immediate disconnect after the login screen, without much to go on in the log files). Setting the system to boot into text mode solves this problem.
Set the system to boot into text mode
sudo systemctl set-default multi-user.target
Next, the installation of xrdp is straightforward:
sudo apt install xrdp sudo adduser xrdp ssl-cert