Hi I think you need to get approval from your MSCRM administrator. This can be done in a couple of ways - either:
1) your administrator authenticates the connector and checks the 'Consent on behalf of your organisation' checkbox during authentication.
2) your administrator approves access to MSCRM in Azure portal (see 'Enterprise applications'). Note that non-admin users need to be both assigned and approved by an administrator before they can successfully complete connector authentication.
Once the user is approved, they should use the 'select account' option during connector authentication (if they use 'consent' they will re-request approval which they have already been granted).
I hope this helps, if you get any further issues or errors please post details.
Nick
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