I take it (being in Xfce forums) this is a Xfce editionBut
Is this the only DE in install (not installed into a 'Mate' or anything)?
Are you also trying running Compiz or something?
eitherway make sure what 'WM' is running.
P.S. a easy way of making sure xf4wm is running is to try see if settings>window manager and/or tweaks open>