Application Insight is a feature provided by Azure Monitor. Application Insight is an extensible Application Performance Management (APM) service used by developers and DevOps professionals to monitor your live applications.
It will automatically detect performance anomalies and helps in improve performance and usability. Application Insight can be used for applications on a wide variety of platforms.
It allows us to monitor and analyze telemetry from mobile applications by integrating with Visual Studio App Center.
You can check out this Azure Certification program by Intellipaat if you are interested in Azure.
Also, watch this video on Azure Applications: