Whenever you are migrating to Exchange Online from an On Premise Exchange server and have users both in Exchange Online and in Exchange Online they want to see eachothers calendars.
When trying to open a shared calendar, they will get a logon prompt pop-up, you can enter your credentials but it will not work.
To resolve this issue add the following registry entry on the device where the user is getting the pop-ups;
HKEY_CURRENT_USER\Software\Microsoft\Exchange\AlwaysUseMSOAuthForAutoDiscover
If the AlwaysUseMSOAuthForAutoDiscover key does not exist yet, create the DWORD with value 1.