If this is the case, you are not the only one. It appears that the problem lies in how you have initially set up the Windows account. For example, if you are using a Microsoft account and two-factor authentication is enabled, it seems that the system doesn’t store the authentication token, which is then used to authenticate remotely.
The solution to this problem is to sign in at least once with the local password to cache the access token that is then used for logging in remotely.
Fix Remote Desktop password problem on Windows 10
To resolve the password problems with the Remote Desktop app, in the computer you want to connect, use these steps:
Open Start on Windows 10.
Click the profile menu and select the Sign out option.
Click the I format my PIN option.
Click the Use your password instead option.
Confirm your Microsoft account password.
Click the Sign in button.
Once you complete the steps, Windows should cache the access token correctly, allowing you to connect to the remote computer using the Remote Desktop. Also, this fix will address a similar problem when trying to access a shared folder in the server.
This should also work to avoid issues trying to sign in to shared folders in the network.
Alternatively, you can also resolve the problem by switching to a local account and then linking back it to a Microsoft account. Or you can create another local account that you will only use to connect to the computer remotely.