Hey there 
Yup, there’s a few ways to do this. It depends on how you’re inserting the login urls. The basic thing you need to do is to add the query parameter redirect_to to the sso url.
For example you can do this by using this structure
http://my-wordpress.com/restricted-content.php?discourse_sso=true&redirect_to=http://my-wordpress.com/restricted-content.php
If a user clicks on that url on your wordpress site they will initiate the SSO process, and when that completes, they will be redirected back to whatever was set after redirect_to=