Check it out: Azure Data Explorer MS Learn modules

What’s a Learn module?

• A step-by-step tutorial that provide users a free, interactive way to advance their technical skills.
• Unlike docs, Learn modules have many pages of instruction and take considerably more time and effort to .
• Create a free personal cluster with your Microsoft Account or an Azure active directory work or school account

1. MS Learn: Introduction to Azure Data Explorer , 
2. MS Learn: Write your first query with Kusto Query Language
3. MS Learn: Gain insights from your data by using Kusto Query Language
4. MS Learn: Characterize an unfamiliar dataset with Azure Data Explorer - Training | Microsoft Learn
5. MS Learn: Create dashboards in Azure Data Explorer - Training | Microsoft Learn

when to use ADX 

1. Free online Courses:  

    

   
   good free short (up-to 4 hours) online courses (please don't forget to click on the "redeem this benefit" button to get the free access) 
   
   1. How to Start with Microsoft Azure Data Explorer
   2. Exploring Data in Microsoft Azure Using Kusto Query Language and Azure Data Explorer
   3. Microsoft Azure Data Explorer - Advanced KQL