Azure has a resource provider for each function (for example, Microsoft.DataFactory).
By default, your Azure Subscription is not registered with all resource providers, and because your subscription is not registered with the Microsoft.DataFactory resource provider, you get this error.
What you need to do is manually register your subscription with the resource provider. If you use Azure PowerShell, you can use Register-AzureRmResourceProvider Cmdlet to achieve the same. You will need to use the syntax as shown below:
Register-AzureRmResourceProvider -ProviderNamespace Microsoft.DataFactory
As soon as your subscription is registered with this resource provider, this error will disappear.
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