Hi Steve, it sounds like you're stuck in a loop with the Microsoft account login during setup. If you've tried multiple times, your account might be temporarily locked.
Try resetting your password at account.live.com/password/reset or wait a bit before retrying.
You can also set up the PC with a local account first and switch to a Microsoft account later.
You can set up during initial setup with a local account, simply start Windows Setup as usual then when prompted to sign in with a Microsoft account, then click “Sign-in options” or “Offline account” (wording may vary) then Select “Local account” or “Limited experience” then enter a username and password for the local account after that complete the rest of the setup.
Also, then switch to a Microsoft account later go to Settings then Accounts then Your info.
Click “Sign in with a Microsoft account instead” then enter your Microsoft account credentials then Follow the prompts to verify and link your account.
I hope this helps you, let me know how it goes.
Chard