In my case, it was after applying Windows Server 2008 SP2 - the console itself was waiting for a person to click "Ok" that SP2 had finished installing.
Sometimes, there's an additional whrily-gig of dos-window activity related to the Service Pack CAB file after you log in.
Funny thing: even if you RDP /console (or /admin), it won't let you in, you have to go THE ACTUAL console, login and click 'OK.'
Maybe because some piece of RDP itself was being updated.
After clickink 'ok' at console, all is well, RDP is happy, etc.