If the message 'We couldn't connect to PC because you must change your password before signing in' appears during the initial login, please log in first via the VMRC (Selfservice portal, login required -> Enterprise Cloud / Research Cloud -> 3 point menu behind the corresponding VM -> Emergency access via console) with the initial password and change this to your own.
After that the login via remote desktop connection is possible. You can then delete the initial password of the VM.