How does one go about remoting into a node in a SF cluster? Since these are just VMs it feels like I should be able to RDP into them, even if that is something I would normally
Same way you would RDP into any other machine. There's nothing special about the nodes in an SF cluster..
..unless you make them special! And we sort of did in Azure where your cluster is hosted on VM Scale Sets. This article on VMSS explains how that works and how you RDP into them.