Hi,
"I am trying to connect to my system from the same system."
Are you using remote desktop service client for mac to remote from one mac to another mac?
If so, kindly note the MS RD client is used to remote from mac to computer running windows OS like windows 10 or windows server 2019 and so on.
https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/clients/remote-desktop-clients
https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/clients/remote-desktop-mac
Allow Apple Remote Desktop to access your Mac
https://support.apple.com/en-sg/guide/mac-help/mh11851/mac
If not, kindly confirm the OS version running on the target computer which you could type" winver" in the Run. We will continue investigate with enough details.
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Hope this helps and please help to accept as Answer if the response is useful.
Thanks,
Jenny