Check out this link for all of the information : https://azure.microsoft.com/en-us/blog/adding-users-to-your-sql-azure-database/
First you need to create a login for SQL Azure, its syntax is as follows:
CREATE LOGIN username WITH password='password';
This command needs to run in master db. Only afterwards can you run commands to create a user in the database. The way SQL Azure or SQL Server works is that there is a login created first at the server level and then it is mapped to a user in every database.
HTH