Well, it's not clear exactly what you want from your post.
You can have multiple X sessions running simultaneously. How you connect to them is where your first post gets ambiguous.
For instance, you can spawn multiple X sessions on your virtual terminals (what you are referring to as Control Alt FX). I searched Google for 'run multiple X sessions' and this tuxfiles.org page
was one of the first results. It describes how to start multiple X sessions by changing the display number that the X server uses. The error you mention is probably caused by the fact that "startx" assumes you want to start an X session on display 0 if you do not specify something else. And because you already have an X session running on display 0, you get the "already active" message. If you use the approach in the page I linked to, you can have multiple users logged into separate X sessions (e.g. GNOME, KDE, xfce, etc.), but they will all require the same keyboard and chair
. In other words, it's really only useful in case a person wants to have multiple X sessions running under different user accounts.
Alternatively, the X server is network-aware. It is possible for you to configure your computer's X server to allow network connections from other machines. In effect, your computer would be handling the X session for a user on another machine. I have not looked closely at the X server internals to give you any help on this. You'll need to search with Google. This approach lets multiple people log in and use the system simultaneously.
Lastly, you can get the same result as the second option I mentioned with other software. Specifically, VNC comes to mind. You can configure your machine to spawn 1, 2, 3, 4, or however many VNC sessions you need. Then clients connect to them from other computers with VNC viewers. In effect, it's the same thing Hummingbird/Exceed does. If you try this approach, be aware that you may need to manually adjust some X startup files to get a GNOME or KDE environment for clients that connect through a VNC viewer. Most distributions should include VNC servers in the package repositories. Some, like Ubuntu if I recall, have something similar or re-packaged and labeled "remote desktop" or something similar.