I am using WSO2 Identity Server 5.1.0 and configured ADFS as an Identity Provider using the management console. I tested the created IDP by selecting it in one of my service
To solve the issue I had to change some xml elements in the FederatedIdentityProviders like below.
<FederatedIdentityProviders>
 <IdentityProvider>
     <IdentityProviderName>adfs-idp</IdentityProviderName>
     <IsEnabled>true</IsEnabled>
     <FederatedAuthenticatorConfigs>
         <FederatedAuthenticatorConfig>
             <Name>SAMLSSOAuthenticator</Name>
             <DisplayName>samlsso</DisplayName>
             <IsEnabled>true</IsEnabled>
         </FederatedAuthenticatorConfig>
     </FederatedAuthenticatorConfigs>
     <DefaultAuthenticatorConfig>SAMLSSOAuthenticator</DefaultAuthenticatorConfig>
 </IdentityProvider>
</FederatedIdentityProviders>