The basics

The Azure Data Lake has two components

1. The Data Lake Analytics that you use to create jobs to copy data from different data sources to the Data Lake Store or Azure Blob Storage and to transform/manipulate/summarize data from source files to destination files using U-SQL language.

1. Create, configure or delete the Azure Data Store resource - https://docs.microsoft.com/en-us/azure/data-lake-store/data-lake-store-get-started-portal
2. Create the Azure Data Lake Analytics resource and create a basic U-SQL job - https://docs.microsoft.com/en-us/azure/data-lake-analytics/data-lake-analytics-get-started-portal

Next steps

1. Use Data Factory pipeline to:
   1. 1. Load data into Azure Data Lake Store by using Azure Data Factory - example: https://docs.microsoft.com/en-us/azure/data-factory/load-azure-data-lake-store
      2. Add a U-SQL task to manipulate data from files in the Azure Data Store or Azure Blob.
2. Run SSIS packages to copy data to Azure Blob or Azure Data Lake Store using Azure Feature Pack for Integration Services (SSIS) - https://docs.microsoft.com/en-us/sql/integration-services/azure-feature-pack-for-integration-services-ssis?view=sql-server-2017

More to learn

1. Learn more about U-SQL
2. Manage resources from Azure Data Lake Store Explorer (integrate Blob Storage and other data sources with Azure Data Lake)
3. Comparison between Data Lake Store and Blob Storage
4. Copy data from Azure Storage Blobs to Data Lake Store with a command-line utility
5. Best practices for using Azure Data Lake Store
6. Copy data to or from Azure Data Lake Store by using Azure Data Factory
7. What are Azure Data Bricks?
8. Newest updates and links for Azure Data Lake Analytics and U-SQL

If you're looking for a comprehensive resource on Data Warehousing with Azure Data Factory, I just had the pleasure of contributing to this new resource. Learn more.