There are many things to check. See here: https://learn.microsoft.com/en-us/answers/questions/173710/adfsiwa-integration.html
But in your case, it might just be that the URL of your ADFS farm is not trusted by your browser. So make sure you push the URL of your ADFS farm as a trusted site or Intranet site (either locally in the browser or the local policy or through Intune).