You’re trying to connect to Office 365 through powershell and when you setup the session, it gives you an error that you don’t have sufficient rights.
Odds are MFA is enabled across board. One way to tell, is that when you try logging into various admin sites, it prompts you with a “setup your authentication” message.
- Go to admin
- Go to Azure Active Directory
- Click on Azure Active Directory on the left
- Manage security defaults
- Turn off enable security defaults