A list of steps to generate new SSH keys to a new Linux VM / machine.
$ ssh-keygen -t rsa -b 2048
Enter file in which to save the key (/home/<user>/.ssh/id_rsa): ~/.ssh/**azure_key**
*No passphrase.*
*No passphrase.*
$ mv ~/.ssh/azure_key ~/.ssh/azure_key.pem
$ cat ~/.ssh/**azure_key**.pub >> ~/.ssh/authorized_keys
$ chmod 400 ~/.ssh/**azure_key**.pem
$ ssh -i **azure_key**.pem <user>@<dns name | ip address>