
JeffS.10061 (Customer) asked a question.
The rough configuration guide was dropped from Okta's support site, and it doesn't address some of the configuration parameters in Okta such as the Name ID Format which may be critical to getting this working. After our first stab at the configuration and after upgrading our AnyConnect client to a version that supports the SAML authentication method we get the message "Authentication failed due to problem retrieving the single sign-on cookie."

You can create a SAML application in Okta and configure it for Cisco ASA through the App Integration Wizard. The instructions to create a SAML 2.0 app can be found here: https://help.okta.com/en/prod/Content/Topics/Apps/Apps_App_Integration_Wizard.htm.
Once created, you'll be given the 'Identity Provider Single Sign-On URL', 'Identity Provider Issuer' and the Okta certificate of which you'll use to configure the Cisco ASA device.
You can retrieve the above information by going to the Custom SAML App > Sign-on tab and clicking on 'View Setup instruction'.
The last step, according to the instruction, is to get the SP metadata from the following URL -https://<VPN-base-URL>/saml/sp/metadata/<name of the connection profile> and update the Okta SAML configuration.