Here, I am going to share the top tip to setup the Azure Point to Site VPN without any pain.
There are numerous blogs already dedicated to go-through step by step instructions of setting up the point-to-site VPN so not going to bore you with details, however, will put some useful links at the end so that you can find all the details in one place.
During the step of creating certificates make sure the certificate which is required to be uploaded to the Azure Point-to-Site VPN Virtual Network has to be the root certificate for secure connectivity to Azure and subsequently the client certificate has to be generated from the same root certificate which would be in the form of a .pfx file.
Right-click in the .pfx file to install it on any machine which needs connecting to that virtual network.
Once the client certificate installed and the root certificate uploaded to the newly created virtual network, click on “Create Gateway” option in Virtual Network section of Azure. This should now display a connected gateway visual representation.
Download the VPN client as that would have all the necessary connectivity details for the Virtual Network created. Once downloaded and installed, you should get another network option on your networks from taskbar.
Click on Azure Virtual Network connection to connect that should give you an option to select the client certificate previously installed and upon selection the point-to-site VPN should connect without any problem.
Some useful links: