Problem:
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.
Solution:
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
 - Properties
 - Manage security defaults
 - Turn off enable security defaults