use strict;
use warnings;
use Data::Dumper;

my $session_data = {
    azuread => {
        login_info => {
            roles => [
                'Medewerkers',
                'etm'
            ]
        }
    }
};

print Dumper $$session_data{azuread}{login_info}{roles}; # Like you had
print $session_data->{azuread}{login_info}{roles}[0] . "\n";