I had need to replace the standard “Access Denied” page in drupal with a login form, which is when I discovered that you can specify a message following the node/login path. IE, under Admin/Settings/Error Handling, my Default 403 page is now:
user/login/Access was denied. Perhaps you need to login or register.
So when someone doesn’t have an account and needs to be logged in they are presented with the message, and when they login will be sent back to the area they were trying to access.