Azure is actually not very expensive. Azure's pricing for the services it offers is very similar to its competitors such as AWS or GCP. If you feel like Azure is charging you more than it should then make sure you are not running and/or using services that are not in use as that would cost more, no matter which platform you use. Such as destroying Virtual Machines if not in use, and do not start services before you are going to need or use them.
If you are planning on learning Azure, as a beginner it would be better to start with an online course that teaches you the basics and gives you hands-on experience.
You can either take this Azure Course which will teach you the basics of Azure or if you are just a beginner and wish to get your feet wet you can watch this end-to-end Azure tutorial.
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