It depends on where the red “X” is located.
“X” over all GPS fields: You do not have GPS lock. The receiver usually will not get GPS signal in places like office buildings or metal aircraft hangars. Make sure that the receiver is mounted in a way that it has a clear view of the sky (satellites).
“X” over only certain fields, such heading and altitude: The receiver is not detecting motion.
“X” over all fields: There is a gyro/accelerometer issue. Try calibrating the AHRS display.