Waqkas,
I hope all is well.
Very Exciting project, and great opportunities await !!
HOWEVER... there is ALOT to consider when planning for an infrastructure migration to the cloud.
Let's start with the basics, as you have mentioned that you are thinking that the firewall would be one of the first pieces of infrastructure you would plan on migrating.
Azure provides a Firewall product called the Azure Firewall, which is a cloud-native security solution.
If you are not familiar with it, you should start out by doing a bit of research here:
https://azure.microsoft.com/en-us/services/azure-firewall/
In most scenarios, a deployment such as the one described here would be where you would start:
https://docs.microsoft.com/en-us/azure/firewall/overview
I know that you mentioned that you are considering using a Meraki firewall, and if that is the case, then you would most likely want to run the Meraki vMX100 appliance available from the Azure Marketplace. The overview and installation documentation is below:
https://documentation.meraki.com/MX/Installation_Guides/vMX100_Setup_Guide_for_Microsoft_Azure
NOW, the first big issue to consider is which firewall and how to configure it so that it provides the MAXIMUM protection and flexibility for the migration as well as the infrastructure once it is ported over.
Take a look at the material I have cited above, and AFTER you have read through it all and considered your choices carefully, please be back in touch with questions, and we can discus next steps.
Good Luck !!!
Cheers,
Adam