Microsoft Learn enables you to gain hands on learning for different products. Azure HDInsight is one of those such courses. The course entitled Building Open Source Software (OSS) Analytical Solutions with Azure HDInsight has various modules:
- Introduction to the Open source Analytics Offering
- Choose the correct HDInsight Configuration to build open source analytical solutions
- Creating and configuring a HDInsight cluster
- Perform Zero ETL analytics with HDInsight Interactive Query
There is such a wealth of information on the site that is worth exploring including learning paths, certification and docs. It is great to be able to learn at your own pace.