Copy and paste these lines into the terminal.
echo "/usr/bin/numlockx on" | sudo tee /usr/share/enable_numlock.sh
sudo chmod 755 /usr/share/enable_numlock.sh
Reboot and tell us if it works.
echo 'session-setup-script=/usr/share/enable_numlock.sh' | sudo tee -a /etc/lightdm/lightdm.conf
You may want to run...
..as i think display-setup-script gets called after X is started.
echo 'display-setup-script=/usr/share/enable_numlock.sh' | sudo tee -a /etc/lightdm/lightdm.conf