I can not find the error that this Heredoc (PHP) produces

The problem is that the EOD or any string you use as a delimiter must occupy the entire line excluding the ; :

  

Warning :

     

It is very important to note that the line with the   closure identifier must not contain any other character, except   a semicolon (;). This, in particular, means that the identifier should not be indented , and that there should be no space or   tabulation before or after the semicolon.

Do not be confused by the fact that the problem is giving you the line immediately after the real problem.

So even if you have indented PHP code, the delimiter string must start at the beginning of the line:

<div class="panel-body">
    <?php                       
    $login_form = <<<EOD        
    <form role="form" name="login" id="login" method="POST" action="check_login.php">
        <div class="form-group">    
            <label for="exampleInputEmail1">Usuario:</label>
            <input type="text" class="form-control" name="username" id="username">
        </div>                      
        <div class="form-group">    
            <label for="exampleInputPassword1">Contraseña:</label>
            <input type="password" class="form-control" name="password" id="password">
        </div>                      
        <button type="submit" class="btn btn-info">Ingresar</button> 
    </form>                     
EOD;
/* ^^ debe comenzar al inicio de la línea, sin sangrado */
    $msg = $_GET['msg'];  //GET the message
    if($msg!='') echo '<p>'.$msg.'</p>'; //If message is set echo it 
    echo "<h1>Please enter your Login Information</h1>";
    echo $login_form;           
    ?>                          
</div>

It is very possible that what is happening to you is that the token EOD final% is not stuck to the left (without spaces), which is a requirement of heredoc as you comment.