Accessing Windows VMs in Azure is pretty straightforward – after you create the VM, you can download an RDP file from the Azure portal and remotely administer the VM. You can also access your VM via PowerShell, although that is a bit more complex due to the need for certificates. But what if you are using a Linux VM?
Turns out – it's pretty easy. The Azure documentation article, at http://azure.microsoft.com/en-gb/documentation/articles/virtual-machines-linux-use-ssh-key/ shows you how to do it. The steps are pretty simple, but will vary with the Linux distro you are using.
The basic way is to first generate the SSH keys. The easiest way to do this is to load and then using openssl to generate an X.509 certificate, Then connect with Putty.
You can also forego creating keys, and just using a password. You set the password when you create the VM, then just login using putty. When you do, it' looks a bit like this:
So for those of you who a) want to learn Linux and b) struggle with loading it on your own hardware – Azure provides a simple way to create then use a Linux VM.