Cannot setup two-factor authentication I'm trying to set up 2FA on my iCloud account but I get this message:

Any ideas on a solution? There's also no option in the security settings on my iPhone to enable it. I'm running the latest versions of iOS and macOS.
Thought I'd share because I went down the rabbit hole on this and it turned out pretty simple.  

I was not able to turn on two factor authenication because I had a couple of old apple devices (an old iphone 4 i was using for music and a phone that hadn't been charged in 5 years) that DID NOT HAVE A PASSCODE ENABLED. 

Apple wasn't able to turn on two factor unless every device on my appleid account had a password set.  

I just deleted from my account and it worked.  This took a week of back and forth with (a very nice) apple rep. 

Good luck!