Hi @Sudip Bala ,
The error message indicates that there is no managed identity provisioned for the data factory. You can enable the managed identity via Azure CLI with this command:
az resource update --name <factoryname> --resource-group <group-name> --namespace Microsoft.DataFactory --resource-type factories --set identity.type=SystemAssigned
Let me know if this resolves the error and if you still run into any errors.