Go to https://mysignins.microsoft.com/security-info and sign in as normal
You will see something like this
Please click the add Method if nothing is listed and you will get some options like the following
I would advise to add Phone number on it which can be set to either a call or txt
Also I would setup the Authenticator App, all Android devices have Google Authenticator on them which you can use, or you can use the Microsoft App which it will also give you a link for.
If you click on use a different App, it will then give you a code to scan on your mobiles, which it will then make a 6 digit code from and it will ask you to confirm and then will be done.
Once you are happy this is all setup, click on the top which says default sign in Method choose what you would like.
For more information about Setting up Microsoft Authenticator, please see the attached link