@Giulio Verzini Welcome to Microsoft Q&A, Thank you for posting your query here!
Are you getting any error message, If so can you share the screen shot of the error?
Are you able to connect to VM through serial Console(If you can see that the machines has booted correctly, the connectivity issue might be because of a firewall at your end or on the VM. See if you can ping the machine. If you are behind a corporate firewall, try connecting from elsewhere and check your PC's firewall.
Creating a new Virtual Machine on the new portal now creates a NSG (Network Security Group) along with the VM. You should be able to find it under all resources, same name as you VM. Make sure that there is an Inbound rule configured for Remote desktop (it is created by default but might be worth checking).) ?
- Check the "Inbound Port Rule" also port 3389 is enabled: e "Add Inbound Port Rule" and allow traffic from port 3389. Make sure that the priority of this new rule is greater than the "DenyAllInBound" rule otherwise our new rule will not have any effect.
After adding the rule, try connecting to the VM using its public IP in RDP and you should be able to connect.
The Remote Desktop Protocol (RDP) connection to your Windows-based Azure virtual machine (VM) can fail for various reasons, leaving you unable to access your VM. The issue can be with the Remote Desktop service on the VM, the network connection, or the Remote Desktop client on your host computer.
Troubleshoot Remote Desktop connections to an Azure virtual machine
Based on the RDP error you can refer to troubleshooting steps here
Detailed troubleshooting steps for remote desktop connection issues to Windows VMs in Azure
Hope this helps!
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