Use SQL Statement as a data source because it's 10x faster.

Power BI desktop can be very slow over an ODBC connection with Postgresql. It can get an out of memory error or use a lot of resources. It can take 10-20 minutes or more to get data from one table with millions of records. Here's a fast way to limit the records and skip the Transform step which can be very time-consuming. Use an SQL statement as the data source.

1. Go to Home tab bar.
2. Choose Get Data dropdown and click More.
3. Search for ODBC and choose ODBC. Click Connect button.
4. A window will pop up. Click arrow on Advanced Options.
5. Enter your SQL statement in the "SQL Statement" box.

To edit the SQL statement:

1. On the far right of PBI, under the Fields pane, right click the table, choose Edit Query.
2. A Power Query Editor window will pop up.
3. On the far right, under Applied Steps, double click Source.
4. Another window will pop up with your SQL statement which you can edit.
5. After editing the SQL click the OK button.
6. Now you are back to the Power Query editor. In the upper left of the window click Close & Apply.

Thanks for all your help people! I hope this helps someone.