1) Azure storage includes three main types: blobs for unstructured data like files, tables for structured non-relational data, and queues for asynchronous messaging.
2) Blobs can be up to 1TB in size and are stored in containers within a storage account. Tables require entities to have a partition key and row key for indexing. Queues allow storing messages for asynchronous processing.
3) Keys are important for scalability in tables - the partition key controls how loads are distributed. Entities with the same partition key are stored together.