General guidelines
Microsoft's performance and scalability checklist for Queue Storage has general performance tips and design guidelines.
Parallel message retrieval
The transport reads messages using several parallel receive operations, each fetching a batch of up to 32 messages. By default, it fetches as many messages as the configured message processing concurrency allows, which means one receive operation for every 32 messages of concurrency. For example, a concurrency of 100 results in four parallel receive operations.
To change this, use the DegreeOfReceiveParallelism and BatchSize settings.
Changing the value of DegreeOfReceiveParallelism will influence the total number of storage operations against Azure Storage Services and can result in higher costs.