Just as the title says, are there any potential complications to being RDP'd into a service instance while a deployment is taking place?
Some deployments take over 15 min and I want to check stuff out on the virtual machine, but I'm worried I'll mess something up in the deployment process, so right now I'm waiting.
There shouldn't be, try it out and see what happens! Just make sure you don't make any changes to 'approot' while the deploy is taking place.
If you want to speed-up deployments to Cloud Services (Web or Worker Roles) I've noticed that the deployment is much quicker if you stop the Cloud Service before you start the deployment.