Open SharePoint Online site/site collection thru SharePoint Designer 2013

Usually when you try to login into SharePoint Online site/site collection thru SharePoint Designer 2013 directly, it will prompt for login credentials and couldn't login thru.

To avoid this, first login into SharePoint Online site/site collection using Internet Explorer.

Go to SharePoint Designer 2013, click on Open Site

Enter the Site name and click on Open. In the prompt window enter credentials and click on sign in. When Single Sign-On/ MFA is enabled, it might not prompt for credentials. 

Your SharePoint Online site/site collection is opened in SharePoint Designer.