Hi,
Yes, the X server might be running on a different port. Please try starting a GUI terminal (e.g. xterm) via the USB keyboard/HDMI port on Raspberry Pi, and type “echo $DISPLAY” to see the display number used by your board. If the number is not 0, simply copy it to the corresponding field in VisualGDB Project Properties.
Please also ensure that the user name used in VisualGDB to connect to your Raspberry Pi matches the user account running via the HDMI port (normally ‘pi’).