Sometimes, an organization may want the extra security provided by a second form of identification in the sign-in process. If you opt for multi-factor authentication (MFA), there are several ways you can have your users complete the process:
SMS (text)
Voice call
Microsoft Authenticator app
Windows Hello for Business
FIDO2 security key
OATH hardware token (preview)
OATH software token
The Azure Active Directory MFA options are meant to help further secure the sign-in process. While it may take a few extra moments for your users, it does provide another layer of security for your systems.