Basically following the tutorial here:
http://azure.microsoft.com/en-us/documentation/articles/hdinsight-provision-clusters/
I stepped through creating a database in the south central us region, storage account, everything. After a while I get the image you see in the screen shot. There is no additional information for me to determine why the failure occurred, and my subscription does not allow me to ask Microsoft technical questions, only billing questions. So here I am.
Can anyone comment on what might be wrong with setting up a basic Azure HDInsight?
Thanks.
There is currently an ongoing service interruption, latest status at: http://azure.microsoft.com/en-us/status/, so it is very possible that you didn't do anything wrong and just need to try again later.