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I have a question about the use cases of the different Azure storage services:
what is the difference between these services? and when to use them since they all provide the same functionality (storage) on Azure's cloud platform.
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A fundamental part of Data Lake Storage Gen2 is the addition of a hierarchical namespace to Blob storage. The hierarchical namespace organizes objects/files into a hierarchy of directories for efficient data access.
Azure offers three storage tiers to store data in blob storage: Hot Access tier, Cool Access tier, and Archive tier. These tiers target data at different stages of its lifecycle and offer cost-effective storage options for different use cases.
Azure File Storage enables you to migrate your on-premises file or file share-based applications to Azure without having to provision or manage highly-available file server VMs.
Azure Data Lake Storage Gen1 is an enterprise-wide hyper-scale repository for big data analytic workloads. Azure Data Lake enables you to capture data of any size, type, and ingestion speed in one single place for operational and exploratory analytics.
You can take a look at this article: https://docs.microsoft.com/en-us/azure/data-lake-store/data-lake-store-comparison-with-blob-storage
I'd say main differences between Data Lake and Azure Storage Blob is scale and permissions model.
It really makes no sense to paste the whole article here. But you might want to look at Data Lake v2, which (as MS claims) is a mesh or Data Lake v1 and Azure Storage Blob: https://docs.microsoft.com/azure/storage/blobs/data-lake-storage-introduction
As for the Azure File storage its just an SMB share over HTTPS (and it not really fast due to being 1 "stream" only).
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