SQL Server Error: 18456/18452 SQLState:28000

Connection Failed;
sqlstate '28000';
sql server error: 18456;
[Microsoft][ODBC SQL Server Driver][SQL Server]Login failed for user 'XXXX'

I checked all the recommendation from Google

Mixed Authetication: good
Domain Account: Good

Solution:

Added user into Sysadmin Group. (But I don't want)
After couple hours testing, the answer is because that I created another "Server Role", but I "DENY" Control Server permission. So I unchecked it back. 

Additional consideration: If the user doesn't need to "Control Server", but it will impact the Server.