Please check this link for more tips: Terminal services client hangs on logon.
If the link does not work, here is what was said as a tip: “I assume you have checked the event logs and are seeing nothing unusual. You
might want to try doing a couple of tests with Performance monitor. Do a logon session with Perform running to see if you can notice any particular culprits.”
Key things initially are memory and CPU utilization. If neither of those hiccups, it will point towards a services or rights related issue during the logon.