If you ever run Azure CLI you may have noticed a message that you need to use Microsoft organizational account or service principal to login referring you to this URL (http://aka.ms/Dhf67j) on how to set it up in your subscription.
Logging in with Microsoft Account (or what was previously known as LiveID) will fail. A large percentage of people who use Azure today do use Microsoft Account and hence will need to follow the steps to make Azure CLI work.
This 5 min video visually explains how to do these steps and hopefully should help you do this work faster.
Thanks to Boris Baryshnikov for recording this for me!