“ntdll.DbgUserBreakPoint” during debug startup

Answer

This is debug code in NTDLL.DLL itself. It gets executed if you have more than 16 colors for the application icon. You can help yourself by changing the number of colors for icons (Control Panel, Display Properties).

Microsoft must have hard-coded a debug breakpoint (int 3) in ntdll.dll to trace a bug and then they forgot to take it out for final build of Windows NT.