Maybe this one helps.
https://darrenmyher.com/2017/03/29/windows-server-2016-rdp-you-must-change-your-password-before-logging-on-the-first-time/
--please don't forget to upvote
and Accept as answer
if the reply is helpful--
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We have an RDS environment on Server 2022 that uses a mix of 2012 r2-2022 DCs for AD and for some reason one of our RDS collections the users cannot change their passwords when they expire or if they are set to require user to change password at next logon.
They get the following error "You must change your password before logging on the first time. Please update your password or contact your system administrator or technical support."
Any ideas on what GPO we would need to add or what permission in AD we should set to allow them to change their own? If you go into the security settings of the users and go to SELF it's allowed to Change password, but not Reset password.
Maybe this one helps.
https://darrenmyher.com/2017/03/29/windows-server-2016-rdp-you-must-change-your-password-before-logging-on-the-first-time/
--please don't forget to upvote
and Accept as answer
if the reply is helpful--
Made those changes and still same issue. This doesn't occur on our RDS 2019 collections only on the 2022.
Thank you