I know this may be outdated for the present question, but this should save us precious time, especially when Windows 20H1=2004 is going to Production this month (May 2020).
Operating System Version: Windows 10 Education (Same as Enterprise and a superset of Pro).
Version: 2004
Build (Version OS): 19041.264
Others: Windows Feature Experience Pack 120.2202.130.0.
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Shell: WSL Terminal
First, I have installed WSL v1 previously, then executed the procedure to upgrade to WSLv2, and this error shows up: “ERROR: Cannot connect to the Docker daemon at tcp://localhost:2375. Is the docker daemon running?”.
Second, to fix that error, I followed instructions stated here: Link, and it worked.
Third, after some tests I think the missing change in the upgrade, was removing the DOCKER_HOST variable from shell’s start script.
SUMMARY: In my case, the procedure for a permanent fix should be the following STEPs:
1. Test if it’s your case unsetting DOCKER_HOST variable (See image below).
2. If the error disappears with previous step, then time to fix changes by removing the setting of the DOCKER_HOST variable in the shell’s start script (In my case was *$HOME/.bashrc*).
Commented this out:
#export DOCKER_HOST=tcp://localhost:2375
#export DOCKER_BUILDKIT=1
NOTE: Also include DOCKER_BUILDKIT.
3. Close and open the Terminal.
Test in Step 1:

Good luck!!