Scenario
You’ve successfully received a SSL-certificate from GoDaddy or any other providers, and then tried to convert a crt/p7b certificate to PFX which has been required by Azure services (Application Gateway or App Service, for instance)
When you convert the cert by using the openssl you also get the following error:
24952:error:0909006C:PEM routines:get_name:no start line:crypto\pem\pem_lib.c:745:Expecting: ANY PRIVATE KEY
Solution
You should check the .key file encoding.
Carry out the following steps: open the .key file with Visual Studio Code or Notepad++ and verify that the .key file has UTF-8 encoding. In my case, the file had UTF-8 with BOM encoding, so I saved the file with just UTF-8, and then tried the conversion again:
openssl pkcs12 -export -in cert.crt -inkey privatekey.key -out pfxname.pfx
In addition, make sure that .key file has a valid scheme:
-----BEGIN PRIVATE KEY-----
Cipher here
-----END PRIVATE KEY-----
Easy peasy, but troubleshooting could break you mind 🙂
UseIT | Roman Levchenko 
You are a life saver!
Thank you! I would have never thought of converting it from UTF-8 w BOM to UTF-8.
I love you!
Thanks! Worked perfectly.
thanks, this helped me out of a tight spot
OMG, FFS. This has been driving me crazy for YEARS! Thank you!
Really great job! Thanks lot.
You’re welcome. thanks for the comment)