When attempting to sign in for the first time to services that require Microsoft multifactor authentication (MFA), you are being prompted to use the Microsoft Authenticator app. However, since the Authenticator app is not yet set up, you are unable to complete the authentication to sign in.
It is possible that you set up Microsoft Authenticator in the past but do not recall setting it up.
IT Help Central will assist with troubleshooting the problem. If needed, they can get the necessary account administrators involved to resolve the problem.