We are trying to configure Single Sign On with our Salesforce Marketing Cloud Instance. SFMC is our SP while Microsoft Azure is our IdP.

We have been following this link to setup the Single Sign On https://help.salesforce.com/articleView?id=mc_overview_enable_saml_task.htm&type=5

After following the instructions, we were able to complete the configuration. However, we have been getting this error:

SAML SSO Error An error occurred during your SAML SSO Login

None of the configured SessionInitiators handled the request.

Does anybody know what we need to work on to sort this out? Thanks!