When you log in for the first time, you will be asked to set up additional verification methods to access your account. You can optionally skip this step for 14 days, but after that point you will be asked to set up 2 Factor Authentication (2FA) to secure and protect your account. You'll see a message on screen like this.
We strongly recommend you complete the 2FA process on your first login.
Choose Next to start the process which will take just a few minutes to complete. You'll be required to download the Microsoft Authenticator App to your mobile device which you can do from https://aka.ms/getMicrosoftAuthenticator. For new logins, you will then be asked to approve the login attempt.
To set up 2FA on your account and device, simply follow the instructions on screen once you've downloaded the Microsoft Authenticator App. The steps required in the App look like the screen shots below.

You will be requested to approve the login in your desktop browser.

Once the login is approved, you'll be asked to confirm your mobile phone number for SMS notifications. This will also be required for password resets.

Once both steps have been completed, you'll see your account security has been setup successfully.

2FA Problems
You can reduce the need to approve your login by choosing the option to stay signed in as shown below after each login.
If you're having other problems using 2FA, or are using other Microsoft 365 accounts on your computer which make 2FA difficult to use, then please contact us for guidance.