If you are using Remote Desktop Services based on a Remote Desktop Session Host that is running Windows Server 2008 R2, your end-users could be presented with the following error over time:
You must change your password before logging on the first time. For assistance, contact your system administrator or technical support
Even though they've used the RD Session host before, it now suddenly says "first time". This is a bug. What happened here is that the users account is expired, however the wrong error message is presented to the user, which can be rather confusing.
There is a hotfix for this issue, which can be found here:
After you install this hotfix, your users will receive a warning that states that their password is expired.