You need to add an application user for your newly registered Entra ID application in your Microsoft D365 CE instance.
Steps
Follow the steps documented in this Microsoft documentation: https://learn.microsoft.com/en-us/power-platform/admin/manage-application-users#create-an-application-user.
Add system administrator rights to the newly added application user.
Result
You have added an application user in your Microsoft D365 CE instance.