Cannot access account with Authenticator because it wants me to use Authenticator to authenticate

I can't post this from the account I'm having issues with, but I am trying to get an Authenticator account set up for my Office 365 account, but whenever I try to do that, it asks for the code in Authenticator. But since it isn't set up with Authenticator yet, I cannot give it a code. I'm stuck in a catch 22. I've heard I can get a new QR code if I login and look under security settings, but I cannot login without getting my code from Authenticator, which I don't have set up yet. And I called MS support and they sent me a link to do it, but it will not let me access without the Authentication code from Authenticator, which I cannot access, because it isn't set up yet.

Any help from anyone? Just switch to Google? The only reason I need to do this is because I changed the account password. It didn't need me to authenticate to do that. But it does need me to update that same password change on my phone. So stupid.