Lots of possibilities. Could be you are overwatering. Could be the air is too dry indoors. Is that vent behind it pumping out hot air?

The container for that palm is massive, much too large for the size of the plant. Palms prefer a well-draining, loose soil; that soil looks very heavy and the soil probably stays wet for a long period of time..., especially indoors in the winter. Guessing it's a Majesty Palm, which btw, is not the easiest of palms indoors. Sorry, I cannot be more optimistic with respect to its chances. If you want to try palms again, I would suggest species of the genus Chamaedorea.