I usually have to connect to Office 365 via PowerShell at least once per day. I had the following function stored in my PowerShell Profile:
$UserCredential = Get-Credential
$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri "https://ps.outlook.com/powershell/" -Credential $UserCredential -Authentication Basic -AllowRedirection
Connect-MsolService -Credential $UserCredential
This allowed me to just open PowerShell and type Connect-O365 to connect to Office 365 instead of looking up the Session information and all of the cmdlets needed. One of the issues I faced was the lack of multi-factor authentication support. To connect to Exchange Online or Security and Compliance Center using multi-factor authentication you must use another module that is found in your tenant. Also, … Continue...