Hi @Jessica005 ,
This happens when the data source you used, within Power BI Desktop, isn’t supported for refresh. You will need to find the data source that you are using and compare that against the list of supported data sources at Refresh data in Power BI. About more details, please refer to
Troubleshooting unsupported data source for refresh - Power BI | Microsoft Learn
And there's also a similar post you can refer to
Solved: Some data sources may not be listed because of han... - Microsoft Power BI Community
If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.