I bought a new MacBook Pro (macOS Sierra v10.12.4), and I'm having some issues with iCloud. Even tho I never had a Mac before, I did run on my VMWare a MacOS (I don't recall using the iCloud back then).
When I click the Forgot Code? button, I get an alert that says:
If you can't remember the iCloud Security code, you can approve this Mac using another device. Cancel | Use Other Device
When I click on the Use Other Device button, the alert gets closed and then nothing happens. I've tried running iCloud on my PC to get by any chance there the code, but unfortunately, no luck.