11. November 2019
Since MFA has become more popular and it's being enabled on more and more tenant account it has presented a problem when connecting to Office 365 via PowerShell in the usual way we've done it for years.
Now, you must download the ExchangeOnline PowerShell Module. This can be done by logging into your Exchange Online GUI, and then from the Hybrid section, click 'Configure' under the MFA section.
Once you've install the module, you can launch it and then conenct to any tenant by using only your email address in the Connect-EXOPSSession command like this:
Connect-EXOPSSession -UserPrincipalName [email protected]
You will be required to approve your MFA request. Once approved, the PowerShell session conencts as normal.