I have noticed this sometime back and now others also started telling me about this. The issue is when you are using a keyboard layout other than English and your password is in English. So when you lock the screen and try to get in again it keeps saying incorrect password. You start getting frustrated as you are sure you entered the correct password. It takes some time to realise the culprit is the keyboard layout. But there is no indication in the dialog box that it might be a problem with the layout you have chosen and you might want to switch the layout. 

Other information:
You could use the same layout indicator that comes on the panel.