Q: Is there an official Microsoft document that lists all the various Azure limits?
A: Microsoft's "Azure Subscription and Service Limits, Quotas, and Constraints" page lists all the current limits for the different aspects of Azure. Given the rate of change within Azure, I recommend checking this page monthly. Note that many items have a default limit that can be raised with a simple support call.
One item that almost every customer will want to change right away is the cores per subscription, which is 20 by default but can be raised to as high as 10,000. However, keep in mind that you pay for those cores when not deprovisioned—so that limit is in place to prevent you from incurring high charges.