- Tables must have clustered index
- User will not have access to System Views and System Tables
- Database mirroring and Failover are not supported as it is supported by Azure platform itself
- At this point SSAS, SSRS, and Service Broker are not supported.
- There is no support for CLR integrated SQL Statements.
- Database backup & Restore are not possible. You can use SSIS, SQL Azure migration wizard to do this.
For more details refer MSDN page