For the most part it was just fine, until we started using CosmosDB (then called DocumentDB).
DocumentDB, in its first incarnation, was utterly terrible. The pricing was extremely hard to predict, so we would end up with ridiculous bills at the end of the week, the provided .NET SDK for it was buggy and horrible, but the very worst part was the WebUI appeared to be directly tied to your particular instance of CosmosDB.
Why is this bad? Because if you under-provisioned stuff for your database, it might start going slow, and it would actually lag the web interface you would use to increase the resources! We got into situations where we had to turn off the entire application, just to bump up the resources for Cosmos. It felt like it was a complete amateur hour from Microsoft.
My understanding is that Cosmos has gotten a lot better, but man that left a sour taste in my mouth. If I end up getting some free credits or something, maybe I'll give Azure another go but I would definitely not recommend it right now.