I’ve been working with Azure since well before the days… There have been a lot of confusion and the command line experience have been so-and-so. But today the situation is a lot better when Microsoft have decided to focus on a better CLI for us all.
The CLI of preference is built on top of Python. It is available for all popular client platforms. It is also available for those of us who love working in the browser.
Recently Microsoft made the Cloud Shell available on a distinct URI, https://shell.azure.com/ - this makes it super easy to launch a command line interface for your subscriptions. Just remember to store anything of value in the folder
clouddrive as that is persisted across sessions. If not your saves will be gone.