Can't enter my instance after switch it off and then switch it on

It sounds like that message is happening when you RDP to the instance. If that's the case, that's a message from Windows which is pretty informative: Someone else has connected to the console via RDP and your session has been dropped (only one connection at a time is allowed).

I would look at any logs that you have on the instance to see where the connections are coming from. Also, consider that the password may be known so change that and ensure that the operating system hasn't been compromised.

Finally, you can use security groups to restrict the IP addresses that can RDP to the instance.