First you need to confirm that Kerberos is working on both SQL Server. That can easily be done by connecting to each of them and checking auth_scheme column in sys.dm_exec_connections for your session id.

But just setting up SPN's wont work. Since the client is doing a double-hop you also need to allow the first SQL Server to delegate the Kerberos token to the second SQL Server. This is done in AD on the account running the SQL Server service on the first server (the one with the linked server). Open the account properties and go to the Delegation tab. I think you need to be domain admin to change delegation properties.