Hi
As the error message stated, you must store the credential for the data source. When we pin an item, a Reporting Services subscription is automatically created to manage the data refresh of the item to the dashboard. So before pin the report item, we must use stored credential for the data source. For more information, please refer to links below:
Store Credentials in a Reporting Services Data Source
Pin Reporting Services items to Power BI Dashboards
In your scenario, please open the report properties, store the valid credential in Data Source page like below:
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Clik here to view.
If you have any question, please feel free to ask.
Best Regards,
Qiuyun Yu
