Solving SSH connection issue with Linux Virtual Machine in Azure

I created a Linux Virtual Machine in Azure, but connecting to it through SSH was a real nightmare. I was always getting the below error -

"Permission denied (publickey)." 

After lot of googling, binging and shooting in the dark, this is how I fixed the problem:

• Create a new ssh key by running below command. 

          PS: Do not change the default name or path of generated ssh key.

          ssh-keygen -t rsa -b 2048

          Generating public/private rsa key pair.
          Enter file in which to save the key (/c/Users/<Username>/.ssh/id_rsa):
          Enter passphrase (empty for no passphrase):
          Enter same passphrase again:
          Your identification has been saved in /c/Users/<Username>/.ssh/id_rsa.
          Your public key has been saved in /c/Users/<Username>/.ssh/id_rsa.pub

• In Azure portal. Click on your Virtual Machine name, 
• Select 'Reset Password -> 'Reset SSH' -> 'Reset SSH public key'
• Type Username for VM
• Open 'id_rsa.pub' public key in an editor, copy it's content and paste it in SSH public key text box.  

                    PS: Remember to remove any blank space from the pasted content.

• Now try connecting again to VM from command line tool such as Git Bash
• ssh <user>@<public_ip_of_your_linux_vm>
• It worked! This time I saw the below output.

                 Welcome to Ubuntu 16.04.4 LTS (GNU/Linux 4.15.0-1014-azure x86_64)

                 * Documentation:  https://help.ubuntu.com
                 * Management:     https://landscape.canonical.com
                 * Support:        https://ubuntu.com/advantage

                  Get cloud support with Ubuntu Advantage Cloud Guest:
                  http://www.ubuntu.com/business/services/cloud

                  0 packages can be updated.
                  0 updates are security updates

                  .......................

                  .......................