Hello Amitay Gelbart,
Welcome to the MS Q&A Forum.
I am sorry to hear you are not able to login to the Azure Portal.
First, please try to set up Security info from a sign-in page by using another browser. (There is steps what you need to follow up to set up your account).
Second, you can navigate to your Security info page and add those methods there (Set up the Microsoft Authenticator app from the Security info page)
In addition, please keep in mind what this requirement was applied by your Tenant Admins in Azure AD and you may need to contact them with the ask to Require Re-register MFA or/and Revoke MFA sessions if where was any previous MFA setup and remembered MFA sessions.
Hope above answers your question and concern. Let me know if you need additional assistance. If the answer was helpful, please accept it and complete the quality survey so that others can find a solution.