|Azure Data Explorer|
Azure Data Explorer Tools - https://docs.microsoft.com/en-us/azure/kusto/tools/
KQL cheat sheet - https://github.com/marcusbakker/KQL/blob/master/kql_cheat_sheet.pdf
|Azure Stream Analytics|
So exactly what's the real difference between them?
Azure Stream Analytics is mainly used for processing data as part of the data flowing to provide insights without the need to store it. If you want to persist the data then the output from Azure Stream Analytics needs to be stored to a data store like Azure Data Lake Storage, Blob Storage, Azure SQL Database, Azure Synapse Analytics etc.
Azure Data Explorer on the other hand is a database and it can ingest, store and query large volumes of data in tables. It has the ability to hold the data for few days and you can either drop the tables or delete data from those tables based on setting retention policies. It supports only bulk delete operations and not record by record deletions.