Thanks for reaching out.
This error indicates that the external account that the user signs in with doesn't exist on the tenant that they signed into; so, the user can't satisfy the MFA requirements for the tenant. This error also might occur if the users are synced, but there is a mismatch in the ImmutableID (sourceAnchor) attribute between Active Directory and Azure AD. The account must be added as an external user in the tenant first. Sign out and sign in with a different Azure AD user account.
As @Brian Zarb mentioned, you can ask the global administrator or any existing Azure AD tenant to invite you as a guest user as mentioned here: https://docs.microsoft.com/en-us/azure/active-directory/external-identities/add-users-administrator#add-guest-users-to-the-directory. Once you are added to an azure tenant and you accept the invite sent to you via email, you can use https://portal.azure.com/#create/Microsoft.AzureActiveDirectory URL to create your own tenant as well.
Hope this will help.
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