If you’ve just created an Azure SQL Database and are trying to connect to it from SQL Server Management Studio you may get an access error saying…
Your client IP address does not have access to the server.
To resolve this you need to amend the firewall settings on the server. To do this navigate to your new database and click ‘Set server firewall’…
… and then on the Firewall settings page click ‘Add client IP‘ to have Azure populate a firewall rule for you as shown below. Don’t forget to click Save afterwards.