you mention you don’t have a desktop. Are you referring to not having a desktop environment installed? Having one is pre-requisite to using NoMachine.
If you do have a DE installed, which desktop environment is it? The error mentioned above may indicate that command for start desktop is incorrect. You should edit /usr/NX/etc/node.cfg as root and change DefaultDesktopCommand (uncomment if commented) value to – for example “/usr/bin/mate-session” if you have MATE installed.