(AzureCXP) System Assigned Identity Note

Based on customer feedback on this GitHub thread , added a note to clarify it. 

https://github.com/MicrosoftDocs/azure-docs/issues/52884

Please review and let me know if any changes are needed for the note.

Author: BharathNimmala-MSFT

articles/azure-monitor/platform/collect-custom-metrics-linux-telegraf.md

@@ -28,6 +28,9 @@ For this tutorial, we deploy a Linux VM that runs the Ubuntu 16.04 LTS operating
 
 Sign in to the [Azure portal](https://portal.azure.com).
 
+> [!NOTE]  
+> If you want to migrate classic alert rules and use an existing Linux Virtual Machine, please make sure the Virutal Machine has a system-assigned identity set to **On**.
+
 Create a new Linux VM: 
 
 1. Select the **Create a resource** option from the left-hand navigation pane.