I do not believe there is a built in feature for this in Tableau Server.
I would add an idea to the Ideas space to show support for this feature to be added to Tableau Server. Please share the idea back to the post so that others tha come across this dicussion can vote up the idea!
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Thank you Patrick.
Anyway, I have come across a workaround, which is editing the main image that is loaded by tableau login page, and include a note informing the user that this page was loaded, instead of the dashboard, mainly because his browser does not support third-party cookies.