No connection available Use Connect-SPOService before running this CmdLet

PowerShell is a very convenient and quick way to connect to your SharePoint data, like getting site details.
But you may run into errors if you do not establish a correct connection.

PROBLEM

You receive error "No connection available. Use Connect-SPOService before running this CmdLet." while trying to connect SharePoint Online (Microsoft Office 365) via PowerShell in SharePoint Online Management Shell.

Get-SPOSite : No connection available. Use Connect-SPOService before running this CmdLet. At line:1 char:1 + Get-SPOSite -Identity https://domain.sharepoint.com/sites/samplesite ... + ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ + CategoryInfo : NotSpecified: (:) [Get-SPOSite], InvalidOperationException + FullyQualifiedErrorId : System.InvalidOperationException,Microsoft.Online.SharePoint.PowerShell.GetSite

FIX

Before executing any PowerShell command, you need to connect to your Tenant first, rather SharePoint Online Service.
Use this command to connect to SharePoint Online first and then use other commands.

Connect-SPOService -url https://[domain]-admin.sharepoint.com

replace [domain] with the Office 365 Tenant domain of your organization.

You will be prompted to login with your O365 account, complete all necessary steps (like login credentials, MFA) to continue. Ensure you have right permissions to complete this action.