Why am I getting a "login failed" when creating this linked server?
Log in to the serverA using "mydomain\myuser" credentials.
Run below TSQL :

EXEC master.dbo.sp_addlinkedserver 
                            @server = N'serverB', 
                            @srvproduct=N'', 
                            @provider=N'SQLNCLI', 
                            @datasrc=N'serverB', 
                            @catalog=N'MyDatabase',
                            @provstr='Integrated Security=SSPI;'
GO
EXEC sp_addlinkedsrvlogin 'serverB', true  
go

Check if the "serverB" exists in sys.servers :

select * from sys.servers

Check if the "serverB" works from ServerA

select * from serverB.master.dbo.sysdatabases