This is actually a very old tip, but I tend to forget the keyword myself, so now I will know were to look the next time I need it 
Newer versions of the Remote Desktop protocol will require you to enter credentials before the client can establish a connection to the server.
This is normally not a big problem but it might be in some circumstances e.g. you are required to change password.
To jump directly to the server logon screen and be able to change your password, change your default.rdp file or the specific rdp file you are using.
This file is in your document folder and also typically hidden. Add the line
enablecredsspsupport:i:0
to the file and you will go directly to the server logon page next time you connect.
