So you have migrated a user to Exchange Online (via hybrid configuration). You told the user upfront that they should still be able to use the existing OWA hyperlink and will get a page reminding them that their mailbox has migrated to Exchange Online and bookmark outlook.office365.com instead.
But instead, the user is presented with this page with a sad face instead:
The error message is:
We could not find a mailbox for this user. Either this recipient has not been configured with a user mailbox or does not have a license assigned. Please contact your helpdesk for further assistance.
Of course you have assigned Exchange Online licenses (or E3), and the mailbox has obviously moved to Exchange Online.
The resolution is rather simple but rarely documented.
Clear your browser cache, close the browser and login again.
Boom! The error goes away and the correct page showing the correct URL to be bookmarked.