If you've enabled 2 Factor Authentication (2FA) or Multi Factor Authentication for Microsoft Office, you may run across Apps like Apple Mail which don't understand 2FA. Not all is lost, however. You can create a single use "App Password" to get around apps that don't support 2FA natively.
Using Mail.app as an example, the scenario basically looks like this:
- You enabled 2FA on your Office 365 account and Mail suddenly says you're putting in the incorrect password even though you're not.
- Go to Microsoft's security portal here: https://account.activedirectory.windowsazure.com/AppPasswords.aspx
- Create an App Password and copy it
- Return to Mail and paste it in when Mail prompts for your password
You can create multiple App Passwords for whatever apps don't natively support 2FA.
For in-depth instructions with screenshots, see Microsoft's instructions here: