Mark Broadbent gives us an introduction to Azure Cloud Shell:
There are two ways to access Azure Cloud Shell, the first being directly through the Azure Portal itself. Once authenticated, look to the top right of the Portal and you should see a grouping of icons and in particular, one that looks very much like a DOS prompt (have no fear, DOS is nowhere to be seen).
The second method to access Azure Cloud Shell is by jumping directly to it via shell.azure.com which will require you to authenticate to your subscription before launching. There is an ever so slight difference between each method. Accessing the Shell via the Azure Portal will not require you to specify your Azure directory context (assuming you have several) since your Portal will have already defaulted to one, whereas with the direct URL method that obviously doesn’t happen.
Read the whole thing.