Service Fabric and “Not Authorized to Connect” error

When starting playing with Service Fabric in Visual Studio, you may come to the following error when trying to debug your application:

The error although may look tricky, is very easy to fix and happens when you have created a Service Fabric application and accidentally Set as Startup Project the Fabric Service, as showing in the following picture:

So, Set as Startup Project the Service Fabric application and not the Service Fabric service and the error will be gone.