If after you have correctly logged into the VDI system (the first three steps described in How to connect - Linux Virtual Desktop VDI) you still have any problem logging into the Linux Desktop itself, please do check if the problem could be that your keyboard layout does not match the default UK/English one configured in the Linux Desktop and hence any special characters (or even letters) of your password are being "typed" incorrectly. Do remember that your password characters do not appear on the screen as you type, so it can be difficult to know recognise if that is the case. If you do want to ensure what you are typing you can always use the "user name" field for that (click "Not Listed") as all characters typed are indeed displayed there.
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This procedure will only need to be done whenever you create a new session, as the Lock Screen that you otherwise see does follow the desktop settings (ie the persisten persistent configuration)
If you have any further questions please check Linux Virtual Desktop - VDI: Documentation