Unable to connect to Office 365 / Exchange online, or Entra ID - Microsoft.Online.Administration.Automation.MicrosoftOnlineException was thrown.

Forget all of the former connection to 365. Microsoft broke it as of ... 3/2025. 

You'll get-powershell 'Microsoft.Online.Administration.Automation.MicrosoftOnlineException' was thrown.

For Entra ID, you need to upgrade to the latest version. That's it.

For powershell, you need to install the latest Exchange online management -

Find-Module ExchangeOnlineManagement -AllVersions

If you already have it installed, remove it so you can install the latest version -     

Remove-Module ExchangeOnlineManagement
Uninstall-Module ExchangeOnlineManagement -AllVersions -Force

Install the latest version, click "Y" for Yes, NOT "A" for all.

Install-Module ExchangeOnlineManagement -RequiredVersion 3.7.2 -Scope AllUsers

Now Import the module - 

Import-Module ExchangeOnlineManagement -RequiredVersion 3.7.2

Now you can connect to Exchange Online -

Connect-ExchangeOnline

That's it!