Have you downloaded the Xbox Identity Provider as well?
I've done a little bit of research and reading.....Start with going to Xbox.com and try signing in with your microsoft account ID and password. If you are able to successfully sign in then we know it's not an issue with your credentials. If you are able
to sign into Xbox.com successfully, make sure all your apps and computer system is up to date, make sure there are no updates that need to be installed. Then try to reset the Xbox Console Companion app.
- Click Start, then Settings.
- Select System.
- Choose Apps & features.
- Find the app, then click Advanced options.
- Click Reset.
- Click Reset again to confirm.
- Restart your device so that the changes will take effect. Sign in to the app and check if the same issue occurs.
After you have checked to make sure your system and apps do not need an update, you have Xbox Identity Provider and Xbox Console Companion installed, that you are able to successfully log into your credentials, you have reset the app, restart your computer
and try to log in again. Comment back if that worked. If not we can look further into it.