What you need to Get Started on Windows Azure?

Pre-Requisites - Passion to be on the cloud :-)
Ok, Let's get into the business.
Here is how your machine should be setup before you start developing for Windows Azure -

• Should be running Windows Server 2008
• Should have Visual Studio 2008 SP1
• Windows Azure Tools for Microsoft Visual Studio (March 2009)/Windows Azure SDK (March 2009) http://www.microsoft.com/azure/windowsazurefordevelopers/Default.aspx?path=DownloadToolsBtn
• You need to have a Windows Azure developer account. To create a developer account, you need to sign-up for an invitation code and redeem the invitation code on the Azure Services Developer Portal located at: https://lx.azure.microsoft.com/

Also, dont miss some Getting Started Videos here - http://www.microsoft.com/azure/windowsazurefordevelopers/default.aspx