unwanted URL redirection

Hello,

I have a URL, and when I go to login, I see this message:

https://www.MYURL.com/wp-login.php?redirect_to=http%3A%2F%2Fmysite.nfshost.com%2Fwp-admin%2F

It doesn’t seem to effect anything, but I’d rather people not know my site’s hosting page name, and instead know it by the domain name.

Any idea what’s causing this?