
The built-in Windows Remote Desktop Connection client saves the remote computer name or IP address and the username that is used to log in after each successful connection to the remote computer. This makes the next logon effortless because the RDP client offers you the possibility to select one of the connections that were used previously and all you have to do is enter a password for login. The Server sub-key contains a list of all RDP servers and usernames used to log in to the remote terminal. You may want to see the following articles: How to allow saved credentials for RDP connection, how to prevent the saving of Remote Desktop Credentials in Windows, and Remote Desktop can not find the computer FQDN and this might mean that FQDN does not belong to the specified network.
Information about all RDP (terminal) sessions is stored individually in the registry hive of each user. Only Domain Admins will be able to view the RDP connection history of another user.
For other topics on RDP, see the following hyperlinks: How to disconnect a Remote Desktop User, and how to clear (remove) histories from the Remote Desktop Connection. Here you will find a list of Ten (10) IP Addresses or FQDN of Remote Servers you have connected to in the past. To delete these entries, select the server sub-key and delete them. You can only delete each sub-key one after the order.
HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client\Servers
Note: In addition to the specified registry keys, you need to delete the default rdp connection file and this contains information about the latest RDP session) stored in Default.rdp (this file is a hidden file located in the Documents directory,
Alternatively, Windows also saves the recent Remote Desktop connections in Jump Lists. If you type mstsc
in the Windows 10 search box, the previously used RDP connections will appear in the list. You can completely disable Windows 10 recent file and location in the Jump list with the registry dword parameter Start_TrackDocs in the reg key.
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Advanced (set it to 0), or you can clear the Recent Items lists by deleting files in the directory %AppData%\Microsoft\Windows\Recent\AutomaticDestinations. Click on delete!

I hope you found this blog post helpful. Please let me know in the comment session if you have any questions.