Ubuntu 18.04 LTS comes with libfreerdp that doesn't support the "H264" mode the Remmina client uses by default.
In addition to the workaround noted in the other answers (changing the Color Depth to one not requiring H264), you can install the most recent version from the official PPA:
sudo apt-add-repository ppa:remmina-ppa-team/remmina-next
sudo apt update
sudo apt install remmina remmina-plugin-rdp remmina-plugin-secret
sudo killall remmina