I modified project creating TLogin_Dld immediately after MainForm creation, 
so when mainfrm event is activate creation of Login_Dlg is done.


my project :
begin
  Application.Initialize;
  Application.Title := 'Applicazione Gestionale ';
  Application.MainFormOnTaskbar := True;
  Application.CreateForm(TfrmMain, frmMain);
  Application.CreateForm(TLogin_dlg, Login_dlg);
  Application.Run;
end.


MainForm,  FormActivate :
  if not assigned(Login_dlg) then
     Login_dlg := TLogin_dlg.Create( nil );
(login may be called from menu when user want change DB Connection)


Login_Dlg :
procedure TLogin_dlg.FormCreate(Sender: TObject);
begin
 PostMessage(Handle,UM_SETFOCUS, 0, LPARAM(txt_username));
end;


procedure TLogin_dlg.FormActivate(Sender: TObject);
var
   KeyState: TKeyboardState;
begin
 Login_dlg.Top := 130;
 Login_Dlg.OnActivate := nil;
 Caption := Caption + ' - '+Server_nomefile;
 //note: Use VK_CAPITAL for Caps Lock
 GetKeyboardState(KeyState) ;
 //simulate key events (down + up)
 if (KeyState[VK_CAPITAL] = 1) then  ShowMessage('Attenzione Caps Lock 
Inserito');


//  txt_username.SetFocus;


end;
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When I start application, I get message :
'No VCL control with focus'   and cursor is missing (if type anything no 
button is fired)
when I click on TEdit cursor appears and msg 'No focus anywhere'


Same result if I decomment
txt_username.SetFocus;


Regards
Adalberto Baldini