I FIGURED IT OUT!
"Type your password followed by the verification code shown on your other devices." Is the message you see. We insert it at the end of your password! ok duh we get this after a quick google. The answer to the question you are asking is this:
Exit the icloud preferences by clicking the go back Arrow (top left corner of pref. window), it will take you to System Preferences main menu, and then click the right arrow to go back into the icloud preference.
You now should have the ENTER PASSWORD field again instead of just the stupid message with no where to type.
Now,
Visit https://appleid.apple.com/ and sign in. You will receive a verification code on your secondary device.
Go back to icloud preferences and now insert your password followed by the verification code with no space in-between the two.
SO funny how people don't understand the question we are asking. You clearly said, there is no where to type and the guy tells you to type lol.
I've been having this issue for MONTHS and finally found your suggestion and it worked! Thank you.