trying to setup Microsoft authenticator but it asks me to approve a request on my authenticator app - which I am trying to setup. Its a circle

Trying to setup MS authenticator. I click the + button after installing the app on my android phone and select personal account. Then sign in with Microsoft. I enter my email and it says Check Microsoft Authenticator. Obviously I cannot since it is not setup, so I select Use your password instead. When I hit enter I get Please retry with a different device or other authentication method to sign in. I have tried over the lsdt several weeks with the same issue.