Console App to Login to Office 365

1) In Visual Studio,Create the Console app as follows

using (var context = new ClientContext("https://<Your Office 365 site>.sharepoint.com"))
{
    var password = new SecureString();
    foreach (var c in "<ur Office 365 Pwd")
    {
        secureString.AppendChar(c);
    }

    context.Credentials = new SharePointOnlineCredentials("login@sp.onmicrosoft.com", password);

    var web = clientContext.Web;
    clientContext.Load(web);
    clientContext.ExecuteQuery();
}

2)Make sure that you are referring correct SharePoint Client SDK dlls with respect to SharePoint Online.