Oracle Data Source "Oracle: ORA-01005: null password given; logon denied"

Found the solution

#1:
Make sure you have installed:

https://www.oracle.com/technetwork/database/windows/downloads/index-090165.html

64-bit ODAC 12c Release 4 (12.1.0.2.4) for Windows x64
[Released October 5, 2015]
Download ODAC121024_x64.zip - 287 MB (301,348,751 bytes)

#2:
Make sure your TNS Name file (tnsnames.ora) is correct
Test with Toad or other SQL Utility that uses the TNS NAME file
not SQL Developer (that does not use the tnsnames.ora file to Connect)
C:\app\client\your_windows_user_name\product\12.1.0\client_1\Network\Admin

#3:
In the Power BI Get Data Oracle database

In the box Server:
(DESCRIPTION=(ADDRESS=(PROTOCOL=TCP)(HOST=service_name)(PORT=1521))(CONNECT_DATA=(SERVICE_NAME=your_service_name)))

#4:
Use the database credentials to access your data

That's it, hope it helps someone.

Eric