Take a look at the login.html in the theme folder of your app.
You would be able to change it with basic HTML knowledge.
General pointers:
Hi Shubham
You can also change you Default login-page in the navigation
If you need to change the logo in the navigator windows , you have to change the file at :
Mendix/YourProject/theme/favicon.ico
Hello Luke,
Look in the following folder for login.html