Azure HDInsight and Azure Databricks are two different platforms for different customers. Azure HDInsight is a cloud distribution of the Hortonworks Data Platform's (HDP) Hadoop components. Azure HDInsight essentially brings both Hadoop and Spark to the same table to help enterprises manage both easily using several tools. This platform also offers a standard notebook experience by providing support for Jupyter and Zepplin. Azure HDInsight is the perfect choice for those enterprises, who wish to manage both Hadoop, Spark and enjoy the ease of manageability across Big Data workloads.
Azure Databricks is often the best choice for an enterprise running Azure Cloud Services as this is a Spark-based analytics platform specially optimized for Microsoft Azure Cloud. It is ideal for enterprises who wish to increase the collaboration between their Data Scientists for running Spark-based workloads efficiently at a much higher performance.
If you aim to clear the Databricks Certified Associate Developer for Apache Spark 3.0 certification exam, check out this Databricks Spark Certification course and watch this YouTube video on Spark Big Data to get started.