I've recently bumped into this issue and it was very tricky to resolve. It looks like there was an undocumented change to the drivers used in the SQL 2016 RTM release, as I didn't strike these issues on the same machine when it had the RC3 build.
Anyway in case it helps, here are the setup steps I'm using (with thanks to Dan English for some tips):
Install Oracle drivers: Oracle Client 12c (32-bit) plus ODAC.
a. Download and unzip the following files from http://www.oracle.com/technetwork/database/enterprise-edition/downloads/database12c-win64-download-2297732.html and http://www.oracle.com/technetwork/database/windows/downloads/utilsoft-087491.html ):
i. winnt_12102_client32.zip
ii. ODAC112040Xcopy_32bit.zip
b. Run winnt_12102_client32\client32\setup.exe. For the Installation Type, choose Admin. For the installation location enter C:\Oracle\Oracle12. Accept other defaults.
c. Start a Command Prompt “As Administrator” and change directory (cd) to your ODAC112040Xcopy_32bit folder.
d. Enter the command: install.bat all C:\Oracle\Oracle12 odac
e. Copy the tnsnames.ora file from another machine to these folders:
i. C:\Oracle\Oracle12\network\admin
ii. C:\Oracle\Oracle12\product\12.1.0\client_1\network\admin
Install Oracle drivers: Oracle Client 12c (64-bit) plus ODAC.
a. Download and unzip the following files from http://www.oracle.com/technetwork/database/enterprise-edition/downloads/database12c-win64-download-2297732.html and http://www.oracle.com/technetwork/database/windows/downloads/index-090165.html ):
i. winx64_12102_client.zip
ii. ODAC121024Xcopy_x64.zip
b. Run winx64_12102_client\client\setup.exe. For the Installation Type, choose Admin. For the installation location enter C:\Oracle\Oracle12_x64. Accept other defaults.
c. Start a Command Prompt “As Administrator” and change directory (cd) to the C:\Software\Oracle Client\ODAC121024Xcopy_x64 folder.
d. Enter the command: install.bat all C:\Oracle\Oracle12_x64 odac
e. Copy the tnsnames.ora file from the K drive folder (see 4.a. above) to these folders:
i. C:\Oracle\Oracle12_x64\network\admin
ii. C:\Oracle\Oracle12_x64\product\12.1.0\client_1\network\admin
After all that, most SSRS components worked OK. The exception was the SSRS Portal where Data Source setup and Test worked OK, but (bizarely) running reports gives an error:
ORA-12154: TNS:could not resolve the connect identifier specified
Eventually I gave up on this and went with an EZCONNECT connection string: host:port/sid. I never liked TNSNAMES files anyway, so this was my excuse to kill them for good.
Best Answer
After some research... I couldn't find anything.
So I tried to create the report in Reporting Services 2008, and when trying to preview the report after adding a DataSet it show me the same error:
But now, it has an aditional line:
And after enter the first search result in Google, it looks like the problem was that my DataSet was a Shared DataSet, JoannaK found the same problem and also found a workaround:
This solves my problem. Hope it helps someone in the future.
Source: JoannaK from SQL Server Data Tools Preview update for April 2016