So, you have set up your server nicely. But each time you log in, it keeps asking your password again and again. Each time you remote desktop, when you log in, it asks for log in again.
There are plenty of reasons why if you scour the internet. However, if you were like me, then it is probably because of your login name itself.
If you were using 'administrator' as your user name, then be sure to open the Remote Desktop Connection and click 'Show Options'. You'll be greeted with this screen:
Now, remove the MicrosoftAccount part. Then, check 'Allow me to save credentials'.
Finally, logout and login again. You should be good!