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
Clear the user's credentials in the Credential Manager. This will then bring back the Authentication Window when trying to connect to TFS.
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.
Another approach you can take that worked for me, was to log into the web interface for TFS, then use that to log in as another user. So, navigate to:
http://yourtfshost:8080/collection/web/
(or whatever your web address is)..
Then, click on your name in the corner and select "sign in as a different user."
Essentially, this does the same thing as the above suggestions. It simply replaces your credentials in credential manager with the correct ones.