Get started in the Hadoop ecosystem with a Hadoop sandbox
You can set up a Hadoop sandox (from Hortonworks) on a virtual machine to learn about the Hadoop ecosystem. The sandbox provides a local development environment to understand Hadoop, Hadoop Distributed File System (HDFS), job submission, etc. To get started with a Hortonworks Hadoop Sandbox, see Hortonworks Sandox and look at the section Hortonworks Sandbox on a VM. We recommend you run through the tutorials available with the sandbox to get an understanding of HDFS, how jobs are submitted to a cluster, how to track jobs running on a cluster, etc.
Once you are familiar with Hadoop, you can start using Hadoop on Azure by creating an HDInsight cluster. For more information on how to get started, see Get started with Hadoop on HDInsight.