Kristin Griffin, RDS MVP, wrote a great article answering one of the most often asked questions from RDS customers, “How do I provide access to my RD Session Host Session Collection(s) with the least amount of pop-up windows / SSL certificate warnings, and requiring the user to enter their credentials only once?”
Check out her article, “How to Create a (Mostly) Seamless Logon Experience For Your Remote Desktop Services Environment in Windows 2012 R2.” to learn the details and technical configurations to make this possible.