can't login to xsession as new user

Dear All,
I have installed new linux image and added new user with command adduser new user. Additionally, I have changed:

vi /etc/lxdm/lxdm.conf

#PermitRootLogin yes
#PermitEmptyPasswords yes

I can successfully login with new user via SSH, but can’t login into x session using new user after reboot. Login window is coming back after few seconds (looks like lxdm try to load lxde but exiting after a while, nothing happens in .cache/lxsession/LXDE/run.log log file), .xsession-errors is empty and nothing in lxdm.log. What is surprising, new user can login to X only if, I will after reboot login as root first, logout, and then login as new user. After reboot problem is becoming.