Currently only custom error messages are possible. It should be possible to customise the message based on the thing you are trying to access
e.g.
http://localhost:8888/w/index.php?title=Special:UserLogin{F113543}
vs
http://localhost:8888/w/index.php?title=Special:UserLogin&returnto=Special:Watchlist
http://localhost:8888/w/index.php?title=Special:UserLogin&returnto=Headings&returntoquery=article_action=watch