The last thing I did here was create some additional tables and stored procedures in my SQL Azure database. I inserted to these tables via BCP, that was also fairly straightforward once I figured out a few gotchas (naming for the user and server).
I thought there would be so much to learn, but honestly, for a database developer (as opposed to a DBA) it appears to be 99% the same as SQL Server. Now, if I were doing a full fledged pilot project, with stress tests, investigating privacy issues, size issues etc, it would be different. But for just playing around for my own interest, I'm all done, and it's been fun!