When I setup TFS for the first time, I usually use the TFSSetup account, and with this account going to login for the first time.
How to login as a differen
Checkout a file in Source Control Explorer and user column it will show your username with which you are connected to TFS.
If you want to connect TFS using other credentials, then add the address of your TFS server and the credentials in Credentials Manager(Control Panel->User Accounts->Credential Manager). The next time you try to access TFS, these credentials will be used.