If you deploy a virtual machine in Azure, in the wizard you'll specify a user, which will be created by the Azure Agent in the virtual machine—for instance, if you deploy a virtual machine with PowerShell:
You can use this account to log in. It's a normal user, also called an unprivileged user, which doesn't have administrative privileges. To gain administrative privileges you need the sudo command; sudo means: do as su, referring to the su command. Without parameters, the su command switches your current user to another user, root—the administrator account in Linux.