When publishing a desktop, an administrator has an option to enable the Connect to console functionality for users.
The Connect to console setting allows you to connect to the session that a user sees at the connected PC, whereas RDP usually provides a separate session per user. This also means that (unless using shadowing), you will take the session of anybody sitting in front of the computer.
In other words, the Connect to console option should be ticked so users who connect to the published desktops will connect to the terminal server’s console rather than a virtual desktop session.
When the option is ticked, console sessions are reserved for administration purposes, and only administrators can connect to them.