If this is the first time you're signing in, you may be asked to enroll in MFA (Multi-Factor Authentication). Go to office.com, click Sign-In and enter your credentials.
You will be asked to setup MFA. Click Next.
Download Microsoft Authenticator on your mobile device.
If you prefer, you could use a third party authenticator, like Google Authenticator. That is outside of the scope of this article.
On your mobile device, open Microsoft Authenticator, click the + to add an account. Choose Work or school account and select Scan QR Code. Point your device camera toward the QR code on your computer screen.
When the account is added, select Next. It will send a notification to your device. Click Approve. Your registration is complete.
When your Microsoft Authenticator registration is complete, you will register a mobile phone number. Enter a phone number, choose Text me a code and then click Next. Enter the code you received and click Next.
Your Multi-Factor Authentication registration is complete.
To setup MFA after the first logon, or to verify your MFA factors, go to aka.ms/mfasetup. In this portal you can setup authentication factors and set a primary factor.