It is important that you log out of the RDP when you've finished using it, and that you do so in the correct way. This will help to keep your system healthy.
We now have a new shortcut to make signing out of your server easier! Simply click on this icon on your desktop: 
Of course, if you prefer the original method, please see below!
To log out, head to the Windows icon in the bottom left corner of the desktop. Then, click on your name in the top right corner, and select sign-out.