What to do if login failed for user sa?

If login failed for user sa - Alternative ways to change the Server authentication mode

From Windows registry:
Step 1: Open the registry editor.
Step 2: Navigate to:
HKEY_LOCAL_MACHINESOFTWAREMicrosoftMicrosoft SQL ServerMSSQL.10.SQLEXPRESSMSSQLServer
Step 3: Change the value of LoginMode from 1 to 2.
From query:

Just run

EXEC xp_instance_regwrite N'HKEY_LOCAL_MACHINE',
N'SoftwareMicrosoftMSSQLServerMSSQLServer', N'LoginMode', REG_DWORD, 2

Note: changing the SQL Server authentication mode requires the service to be restarted to take effect.

Source:

4 Ways to Enable Mixed Mode Authentication for SQL Server Change authentication mode with SSMS