All good and valid courses of investigation especially the logs for more info.
For those hitting this it might be a simple gotcha where when you have created the DB User you may have enforced a password policy and left the user to change the password on first login (i.e. left the checkboxes around the password field at their default values).
Very easily done in SQL Management Studio and can of course cause authentication issues off the bat that are masked unless you look into the logs.