Hello RichL_PLA,
I think i get the reason. You are trying to remote console to a Remote Machine that located in a domain joined VMM server from a non-domain machine.
But your local system administrator does not allow the use of default credential to log on to that computer. You need to provide a new credential used in the SCVMM server.
After you click Console in App controller. Please input the domain\administrator account to connect the VMM server.

The next step is that you need to install the Certificate issued from the VMM server to you localmachine->TrustedRoot Certificate Auth.. This will finally establish the trust between your local machine and the remote VMM server.

Finally. You can see that the Remote machine is successfully consoled. Good luck.
Hope this helpful!
-John