I was setting up the Windows Service Bus on a Windows 10 laptop, on which I logon with my hotmail email as my Microsoft userid.
I creating my first C# program, and following the instructions here: MSDN Developing an Application/Service Namespaces.

This post entitled “How to setup Service Bus PermissioN?“, gave me the idea to run the Get-SBNamespace.  Let’s suppose my hotmail was NealSomething@hotmail.com.  Then I see that my username listed is just “Neal”.  This name matches the disk structure for “My Documents”, for example: C:\Users\Neal\Documents.

The results of the Get-SBNamespace and the successful New-SBNamespace can be seen below.  I see that “neal” (lower case for some reason) is listed under ManageUsers, so I specified that user on the New-SBNamespace command and it worked.