Since the upgrade to Windows 10 RTM (and even with the new 10525 build for Fast update users), the remote desktop client keeps using MicrosoftAccount as domain when you use UPN format to logon (user@domain) – as you can see in the screenshot below

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So off course, you always get The logon attempt failed error, which in fact does not really help as you have been sure of the credentials you entered.

To get more insight, you need to logon to the server/client you attempts to connect and look for security audit failure; you will see the reason and the domain used (MicrosoftAccount).

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The solution is to use the “old format” domain\user for each first logon; then you will be able to use the UPN format again.