I am able to authenticate and get an application token to use the Microsoft Graph API. I have set all of the delegated and admin permissions to have access to the users. I have also used the graph explorer to verify what permissions I need: https://developer.microsoft.com/en-us/graph/graph-explorer#
I verified my user GUID (my ID) through Azure AD as well as the Graph Explorer using their https://graph.microsoft.com/v1.0/me/ call while signed in. Given I'm using the application token so I must specify a user (see below).
Here is what I'm passing
GET https://graph.microsoft.com/v1.0/user/{my GUID from Azure AD}
Authorization: bearer {myAccessToken}
Content-Type: application/json
I suspect it's a syntax issue or a permissions issue.