Microsoft SQL: The target principal name is incorrect. Cannot generate SSPI context.

Hello:

I have an Azure SQL server instance up and running-- I can connect just fine to it using SSMS.

When trying to connect via Power BI Desktop to the same database instance, I'm presented with the following:

Details: "Microsoft SQL: The target principal name is incorrect.  Cannot generate SSPI context."

My research on this pointed me to a Kerberos authenticaion issue.  Do I need to setup a firewall pinhole (rule) to allow Power BI to make a connection to the SQL server instance?   What's causing this error to present and how can I fix it? 

Thanks for the guidance.