I had to create a Windows credential for the PC I was trying to access.
To add a Windows credential to your Windows vault:
- Click Start, type Credential Manager and select the same from the list.
- Click Windows credential on the right.
- Click Add a Windows credential.
- In the Internet or network address box, type the computer name on the network you want to access. (example: \\MY-LAPTOP)
- In the User name and Password boxes, type the username and password you use for that computer or website, then click OK.
If you have changed a username in the past on the PC you're trying to access, your current username might not be valid. You might want to look under:
Control Panel\All Control Panel Items\User Accounts -> Here you will see your original username that is used to access the PC.
(I changed my local user to a Microsft account but the username, used to enter the credentials is the old local username...)