Set MAXDOP in Azure SQL DB or You’ll Get This Cryptic Error.
Max Degrees of Parallelism (MAXDOP) tells the database engine, "If you decide to parallelize a query, go parallel with this many worker threads."
(It's a little more complex than that - there is also a coordinating thread, plus a single plan might have multiple parallel zones that each consume MAXDOP worker threads, but for the sake of this blog post, let's keep it simple.)