Items in Tool Box are grayed out - how to Enable them?

I'm trying to create my first report and I created a dataset and am trying to drag table from the toolbox. But it is grayed out. How to enable it? Any reason why it is happening like that?

You haven't actually created a new report. What you've done is create a project which can and often does contain many different reports. These projects can also contain many data sets and data sources. You can right-click the reports folder and create a new report which will enable those controls.