When you try to connect Remote Desktop to Azure Virtual Machine VM and unable to connect RDP and get an error message "An Internal Error has occurred". This error can be caused by different reasons. But the main reason which I found is an unsecured port 3389. To check for your Azure VM this port is secured or not please check Network Security Group (NSG) settings. In NSG check port 3389,if it shows * as the source IP address for inbound, restrict the RDP port to a specific user's IP address, and then test RDP access. You can specify comma-separated multiple IP addresses. Try to connect Remote Desktop (RDP).Try to connect Remote Desktop (RDP). Please make sure you specify WAN (External IP Address) in NSG. To find out WAN IP address you use a website likemyip.com. Steps to change source IP Address in Azure Virtual Machine (VM) network security1. Go To Azure Portal 2. Select and open Virtual Machine Resource in the portal 3. In left side blade press Networking 4. In right side blade you will get a list of all inbound and outbound port rules 5. In Inbound Rule, press Port 3389 rule 6. A new blade will open 7. Check for"Source IP addresses/CIDR ranges" if it is mentioned as * then please replace * with your IP address (WAN IP Address) 8. Press Save 
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