@BHANU SINGH Are you getting any error message or code, If so can you please share the screenshot of the error?
If the VM is new, your best bet is to recreate the VM.
Refer here How to Install and configure Remote Desktop to connect to a Linux VM in Azure
This documentation for troubleshooting Linux virtual machines in Azure.
This article helps you find and correct the problems that occur due to Secure Shell (SSH) errors, SSH connection failures, or SSH is refused when you try to connect to a Linux virtual machine (VM). You can use the Azure portal, Azure CLI, or VM Access Extension for Linux to troubleshoot and resolve connection problems. Troubleshoot SSH connections to an Azure Linux VM that fails, errors out, or is refused
Don't forget you need access to TCP port 3389.
If you have diagnostics enabled on the Linux VM, you can use the serial console. Just click on the VM in the Azure Portal -> Serial Console.
Hope this helps!
Kindly let us know if the above helps or you need further assistance on this issue.
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