What should you do first to protect additional virtual machines using Recovery Services?

Creating a new Recovery Services vault is the correct first step to protect additional virtual machines using Azure Recovery Services. A Recovery Services vault serves as a storage entity in Azure that holds backup data for virtual machines, as well as other services. It is essential to have a Recovery Services vault in place because it centralizes the management and monitoring of your backup items.

When you're looking to safeguard virtual machines, the Recovery Services vault is where you will manage the backup configurations, including policies and schedules, as well as store the backed-up data. Without establishing this vault, you cannot proceed with configuring backup policies or applying any protective measures to your virtual machines.

Other choices like creating a storage account or configuring extensions, although useful in different contexts, do not hold the specific purpose of storing backups and managing them collectively. Similarly, creating a new backup policy requires a completed vault setup; thus, it ranks as a secondary step in the entire process of implementing backups for virtual machines. This emphasizes the necessity of the Recovery Services vault as a foundational element for effective data protection in a cloud environment.