Any app that gives you a 6-digit code will work, but we reckon Microsoft Authenticator is a solid choice.
Grab it free from the Google Play Store (for Android devices) or App Store (for iPhone and iOS devices).
Google Authenticator works great too, and is also free.
Fun fact: Got an iPhone running iOS 15 or later? Your phone's built-in Passwords feature has you covered under 'Codes'. Some password managers have authenticators built right in too.