The message generally means that the external account that the user signs in with doesn't exist on the tenant that they signed into. 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. You may need to sign out and sign in with a different Azure AD user account, and then add the other account.
This might be due to this being a personal account. In that case you can try this:
Sign-out of your personal account from https://account.microsoft.com/ or another Microsoft web page.
Sign-in again to the service and verify the "Work or school account" option is selected. There is a link to allow you to rename your personal account so it no longer causes this conflict. https://go.microsoft.com/fwlink/p/?LinkID=733247