I've now reinstalled 6.6.2 on my Windows laptop for the third time.
I can successfully login with admin/changeme.
When I am prompted to enter a new password, when I click the submit button, I get the following:
"Splunk cannot authenticate the request. CSRF validation failed."
It looks like Splunk 6.6.2 will not allow you to connect to localhost. You have to connect to the machine name.