Do you deploy to a Mendix free environment?

In that case, the MxAdmin account isn't created. You could create an administrator account using the after startup function. As example, you could use this microflow; https://modelshare.mendix.com/models/12d8898d-41cd-4a0b-9168-c91e1d3ceff9/after-startup-create-admin-user

With this account, you can create other local accounts.

If you want to use your Mendix account to login, you need to add the App cloud services module to your project