So as I'm sitting here deep into my learning phase and doing my AZ-104 hands-on labs Check them out here and in going through the exercises, in most of them you will have to create resources, in this particular exercise, for example, I have to create disks but this would apply to ANY resource. It's good practice to perform these exercises with the Azure CLI (once you are comfortable with the concepts and performing these tasks in the web portal of course). With all that said, I'm sitting there thinking why oh why doesn't it autocomplete? So with a little bit of searching, I stumbled on to Azure Interactive Mode

Azure CLI Interactive Mode (az interactive) provides users an interactive environment to run Azure CLI commands. The interactive mode makes it easier for you to learn the Azure CLI’s capabilities, command syntax, and output formats. It provides autocompletion dropdowns, autocached suggestions combined with runtime documentation, including examples how each command is used. Azure CLI Interactive Mode aims to provide an ideal experience for users learning to use Azure CLI commands.

Eureka!!