When a new user is set up by a System Administrator, they must log in for the first time to create a password and security question to complete the setup process.
Under some scenarios, the 'Allow To Send Email' permission for the organization may be set to 0. In this situation, password reset emails will not be sent and a support case will need to be logged.
Some Email applications have security features that may review or invalidate links that are received (ie. Microsoft Safelinks). If a User is being sent back to the login page rather than change password screen, when clicking a password reset link, this is a possible cause. Disabling the email link security feature or whitelisting Salesforce, typically resolves this.
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