In Azure, for each functionality there's a resource provider (Microsoft.DataFactory for example).
By default, your Azure Subscription is not registered with all resource providers and because your Subscription is not registered with Microsoft.DataFactory resource provider, you're getting this error.
What you have to do is manually register your subscription with a resource provider. If you're using Azure PowerShell, you can use Register-AzureRmResourceProvider Cmdlet to achieve the same. You would need to use syntax like below:
Register-AzureRmResourceProvider -ProviderNamespace Microsoft.DataFactory
Once your Subscription is registered with this resource provider, this error will go away.