...
You have 2 accounts on your computer that are allow to go on SharePoint Online (example your company’s SharePoint and our’s). Log off of SharePoint online and log on with the authorized account ( or open it in incognito mode)
Your have access to one of our SharePoint Online site but not to the one you are trying to access (request access eventually)
Due to your company’s policies, you are not allowed to connect to external SharePoint site with your company login (then generate a free Microsoft account and request access to the person who send you the link)
...