Remove “Disconnect” From Server 2012

You missing the default profile, or it's corrupt/incorrect.

MS has directions for one way to do it (there plenty of other ways too). Note that Server 2008/R2 and Vista/7 Profiles are different than 2K/XP/2003 Profiles and they are incompatible. If you need to setup your environment for both, let me know, it makes thing more complicated.

It seems like you're pretty new to this stuff, you might want to think about picking up a book.

It's because you have Computer Settings Disabled configured. Try changing that dropdown to just plain Enabled and try that.

With that said, you're configuring both Computer Policies and User Policies in one GPO. Technically, there's nothing wrong with this but it is considered bad practice and makes troubleshooting difficult.

It also makes a mess of your security filtering. For example, in your instance, having the computers listed makes no difference whatsoever because you have Authenticated Users listed.

I'd suggesting splitting your policies into two - one containing all of the Computer Configuration items and one containing all of the User Configuration items. If you want both sets of GPO's to apply to all computers in that OU (And therefore all users that logon to them) then just leave both sets of Security Filtering to Authenticated Users. (Though bear in mind it'll apply to administrators, too)