Solving problems with Two Factor Authentication on Microsoft Office 365

Sometimes when you try and login to a service that you access through your Microsoft Office 365 account and you are using Two (or Multi) Factor Authentication (2FA or MFA) it doesn't work and you're stuck on the authentication screen.

What to try to solve Microsoft Office 365 login issues

If you are logging into an application, such as Skype for Business or Outlook,
  1. Quit the application.
  2. Login again and enter your password. 
  3. When you are asked for your authentication method, try the normal method you use.
  4. If that fails, try a different method; for example, if you receive a text normally choose a phone call. 
  5. If you still can't login, then you may be trying to login to an application that doesn't support Two Factor Authentication. In that case you may need to Setup an App Password for Microsoft Office 365 for this. 
If you're logging in to a service using a browser, try private/incognito...
  1. Open up an InPrivate (Edge) or Incognito (Chrome) window or private browsing (Firefox). 
  2. If that works then it's likely have a different Microsoft Identity and this is interfering with this login. 
Finally, try restarting your computer to clear any cached Microsoft identities you may have.