If you are creating users in the traditional SQL Server way, first connect to the master database and create the login there.
CREATE LOGIN MyServerLogin WITH password='My#Password123'
After that you need to create the user on the user database. Get connected to the user database (the Azure SQL database you created) and then create the user based on the login previously created.
CREATE USER MyDatabaseUser FROM LOGIN MyServerLogin;
Alternatively, instead of creating a user in the traditional way you can create the new user as a contained user. You just have to connect to the database and use the following syntax:
CREATE USER [databaseUser] WITH PASSWORD = 'xxxxxxxxxxx';
ALTER ROLE [db_datareader] ADD MEMBER [databaseUser]