Reekoh supports the use of Azure Cosmos DB through a number of plugins. In order to utilise the plugin, you need to configure authentication details. You usually won't want to use the primary credentials of the database, but instead to set up a specialised identity. Whether the plugin is generic (talking about username / password) or specialised (talking about Client IDs/Secrets), you achieve this by creating a Service Principal / registering the application in Azure Active Directory (Azure AD).
This How-To document from Microsoft walks you through the steps: How to: Use the portal to create an Azure AD application and service principal that can access resources. While you can use an existing App Registration, it would be more conventional to create one for our Cosmos DB instance. When following the steps, you do not need to set any specific global roles - we'll do that on the Cosmos DB instance itself. At this time, all supporting plugins require the use of a Client Secret for authentication rather than a Certificate.
Once your user is set up, we'll want to grant access to the Cosmos DB instance. This Microsoft page talks about the steps you'll need to take to grant access to your newly created service principal: Role-based access control in Azure Cosmos DB. In many cases, a Contributor role is sufficient, although some users report the need for Owner level access.
Once setup, you can utilise the base connection string shown on the Connection String page in the portal for the Cosmos DB instance, but replacing it with the user credentials you've just created.