If you want to store information as a user, Azure Managed Disks is the recommended disk storage for Azure VMs (as opposed to managed images if you were looking to create multiple VMs):
Azure Managed Disks are the new and recommended disk storage offering for use with Azure virtual machines for persistent storage of data. You can use multiple Managed Disks with each virtual machine. We offer four types of Managed Disks — Ultra Disk, Premium SSD Managed Disks, Standard SSD Managed Disks, Standard HDD Managed Disks.
https://learn.microsoft.com/en-us/azure/virtual-machines/windows/managed-disks-overview#disk-roles
A data disk is a managed disk that's attached to a virtual machine to store application data, or other data you need to keep. Data disks are registered as SCSI drives and are labeled with a letter that you choose. Each data disk has a maximum capacity of 32,767 gibibytes (GiB). The size of the virtual machine determines how many data disks you can attach to it and the type of storage you can use to host the disks.
Additional Resources:
- Managed Disks pricing: https://azure.microsoft.com/en-us/pricing/details/managed-disks/
- Manage data disk documentation: https://learn.microsoft.com/en-us/azure/virtual-machines/windows/tutorial-manage-data-disk
- Attach a managed data disk via the portal: https://learn.microsoft.com/en-us/azure/virtual-machines/windows/attach-managed-disk-portal
- VM best practices: https://azure.microsoft.com/en-us/blog/virtual-machines-best-practices-single-vms-temporary-storage-and-uploaded-disks/
- Blog on using D: for persistent data disks: https://www.azurecorner.com/change-temporary-drive-azure-vm-use-d-persistent-data-disks/