Windows 2008 Server Windows 2012 Server Windows Server

RDP Logs

You should be able to check the Event Viewer and go through the Security section to see the Audit Successes and Failures for logins. If you are on the general tab, there is a box at the top (which you have to scroll through) that would say why it failed if it was a Failure and lower in that box it would say the source network address and the workstation name that was connecting.

Update:

To view the RDP logins:

Event Viewer > Applications and Services logs > Microsoft > Windows > TerminalServices-RemoteConnectionManager > Operational