This wizard step appears only if you're creating a new report from scratch. In this instance, familiarity with database connections is required, so we recommend that you contact your application administrator or vendor for assistance. If you're modifying an existing report, you will skip this step and start with Step 4 - Choose Columns to Display in Your Report.
The first page is intended to set the dataset name, which will be used in the report (e.g. in the Field List).
When specifying the dataset name you need to avoid special characters, such as: whitespace, !, #, %, $, ^, &, *, (, ), -, +, =, \, /, etc.
Then, click Next to proceed to Step 2 to select a data connection.