Final answer:
To use Azure Cloud Shell, you must first create a Storage Account, which is necessary for persisting files across Cloud Shell sessions.
Step-by-step explanation:
To use Azure Cloud Shell, the first resource you need to create is a Storage Account. Azure Cloud Shell is an interactive, authenticated, browser-accessible shell for managing Azure resources. It requires an Azure file share, which is associated with a storage account, to persist files. When you start Cloud Shell for the first time, you are prompted to create a storage account if one does not exist. The storage account is used to mount an Azure file share as the home directory of the Cloud Shell session. This allows you to save configurations and scripts within your Cloud Shell environment that will persist across sessions.