Filtering Dynamics CRM

Hmm, was trying to test this but can't even get the $select syntax to work. I get the error:

DataSource.Error: Microsoft.Mashup.Engine1.Library.Resources.HttpResource: Request failed:
OData Version: 3 and 4, Error: The remote server returned an error: (400) Bad Request. (Query options $expand, $filter, $orderby, $inlinecount, $skip and $top cannot be applied to the requested resource.)
OData Version: 4, Error: The remote server returned an error: (400) Bad Request. (Query options $expand, $filter, $orderby, $inlinecount, $skip and $top cannot be applied to the requested resource.)
OData Version: 3, Error: The remote server returned an error: (400) Bad Request. (Query options $expand, $filter, $orderby, $inlinecount, $skip and $top cannot be applied to the requested resource.)
Details:
DataSourceKind=OData
DataSourcePath=https://[tenant].crm.dynamics.com/XRMServices/2011/OrganizationData.svc

Which is a bit senseless since all of the things that are mentioned that I cannot do, I'm not doing. My Power Query was simply:

let
    Source = OData.Feed("https://[tenant].crm.dynamics.com/XRMServices/2011/OrganizationData.svc?$select=CreatedOn"),
    OpportunitySet_table = Source{[Name="OpportunitySet",Signature="table"]}[Data]
in
    OpportunitySet_table

However, given the error message I am receiving, I am guessing that you cannot use the $filter syntax to pre-filter your ODATA query, which was the path I was headed down:

https://msdn.microsoft.com/en-us/library/hh169248(v=nav.90).aspx