To connect to HMRC your Coconut software needs to be authorised:
1) Login to Coconut web at URL https://web.getcoconut.com/login
2) Go to the MTD ITSA tab
3) Enter your National Insurance number and click Save
4) Click Connect to HMRC
5) Click Continue to allow Coconut to connect with HMRC
6) Note the HMRC information, click Sign In tp the HMRC online service
7) Enter the HMRC Gateway User ID and Password for the account you setup MTD for Income Tax on, click Sign in
8) Allow Coconut to connect with HMRC, click Give permission. The permissions lasts for 18 months. You may have to re-authorise before then if HMRC does maintenance on MTD for Income Tax
9) The Coconut MTD for Income Tax page will display