Many SharePoint Online tenants do not allow legacy authentication for security reasons. As a result, developers must use an alternative authetnication method that involves using GetWebLoginClientContext method (see below).

You can use this project as a demo and a starting point

• Open Visual studio
• Create a new .NET project using .NET framework 4.5 or later. The latest version is recommended.
• add Nuget Package with the name SharePointPnPCoreOnline. Note that you might need to select an older version if your current .NET framework version is old.

Add the following code to authenticate with SharePoint Online:

class Program
    {
        static void Main(string[] args)
        {
            string siteUrl = "https://contoso.sharepoint.com/sites/GradyTeam";
            var authManager = new AuthenticationManager();
            var ctx =  authManager.GetWebLoginClientContext(siteUrl, null);
            Console.WriteLine($"Success! Connected to SharePoint Online");
            Web web = ctx.Web;
            ctx.Load(web, w => w.Title);
            ctx.ExecuteQuery();            
            Console.WriteLine($"Web site title is '{web.Title}'");
        }
    }