Workaround that really works when the PIN set in an earlier build does not work after the upgrade to the build 10130:
1.)Go to Settings > Account, check first that you account does not need to be verified (tutorial, Option One Steps 1 to 3). Verify the account if needed, if verifying the account does not work (does not accept your password), jump to step 4 below.
2.) Select Sign-in options, select I forgot my PIN:
3.)Click Continue:
4.)If you are asked your MS Account password and the system does not accept it but keeps asking it again and again, click Cancel then switch your MS Account to a local account (tutorial) and immediately thereafter reconnect to your MS Account (video). Resetting the PIN will now work.
5.) Create a new PIN:
(Notice that you can of course use the same PIN you had earlier which after the upgrade did not work.)
6.) Sign out or restart. The PIN works now, this screenshot from a Build 10122 upgraded through Windows Update to Build 10130 and the above workaround applied:
In clean installs PIN works without this workaround "out-of-the-box". In upgrade installs PIN works "out-of-the-box" on all accounts, local or MS, which are created after the upgrade, or which were created before the upgrade but did not have the PIN.
Kari