It's very likely that you (or someone that had your phone number before you did) used the Authy application on their smartphone. You can either:
1. Use the Authy application on your phone:
Install and set up the Authy application, hence receiving notifications on your smartphone instead of text messages (which helps in scenarios where you don't have phone coverage). This can be done by installing Authy
2. Disable devices on your Authy account
This will enable you to receive text messages on the first try without needing to click 'retry'.
All you have to do is initiate an Account Recovery with your phone number.
You will need to confirm your email address once requested. This account recovery will remove every device associated with your account. Once completed, you will receive only SMSs with the token, unless you install the Authy app in the future again.
This account recovery takes 24 hours. During that period, the user should NOT open the Authy app or it will be automatically canceled.