A problem occurred creating a session

I just set up GP 2015 on a VM for some development work.  The standard client works, but when running the Web Client, I get this error after logging in

A problem occurred creating a session.

In the windows even viewer, I see the same error and it also says see the Session Central Service logs for more information. There do not appear to be any log files in the Session Central area on the disk to get any information from.

i.e. in C:\Program Files\Microsoft Dynamics\GP Web Components\SessionService\Logs