This happens when your credentials on your local machine are not aligned with your credential on your Company network, e.g. when you change your Windows password, or when you try to use your existing credential on a new machine.
Below steps should realign both and address your issue:
When you change your password, if you are working away from a Company office (e.g. home office), your Windows session password (on your computer) will remain the old password even after you set a new password. To align both passwords, do as follow:
Connect your computer to the company network by VPN, lock your windows session and then unlock it with the new password (not with other methods like a PIN).
You can also wait until you go back to the office, connect to the network and use the new password to log into your computer (not with other methods like a PIN).
Applications that use your company domain username and password will also use the freshly reset password as well.