Query Store is turned on by default for Azure SQL Database
Effective immediately, Query Store is turned on by default in all new and existing databases in Azure SQL Database (including elastic database pools).
Query Store acts as a “flight data recorder” for the database, continuously collecting critical information about queries. It dramatically reduces resolution time for performance incidents because pre-collected, relevant data is available when you need it, without delays.
Query Store also provides a foundation for performance monitoring and tuning features, such as SQL Database Advisor and SQL Database Query Performance Insight. Turning on Query Store across the entire Azure SQL Database service enables all users to take advantage of the intelligent tuning recommendations made available through SQL Database Advisor.
To get started with Query Store, check out Query Store: A flight data recorder for your database and Monitoring Performance By Using the Query Store.