Just know that this type of thing is normal. The way my pediatrician explained it to me was like this:
Before now your child has learned that when she needs something (i.e food, water, diaper, sleep) she cries and she will get it. Now she is learning to "want" things, and tries to use the same method of crying to get it. When she doesn't it is hard for her to understand why she can't have it.
So this becomes the challenge...how do you teach your child other ways of communicating what they "want" and get them to understand that they can't always have what they want vs what they need. When my son would throw tantrums, I would try to divert his attention. He loves to be outside, so when he got really upset because I wouldn't give him a cookie at 7:00 am, I would scoop him up and go outside. As he gets older, I gently tell him no, repeatedly and when he starts a tantrum I walk away, and then try to divert him again.
Its a long process and will take some work, just know you are not alone.
Good luck.
K.