This error within Power BI usually occurs if the user did not apply the correct data source settings within the Power BI configuration. Please take a look at this FAQ from our support article for more information on this error. You'll want to ensure that the proper source settings are applied. To check please try the following:
In Power BI, navigate to Options and Settings -> Data source settings -> Edit Permissions -> then change Credentials Type to Anonymous from Windows.
If the issue persists, we recommend reaching out to Power BI support to further troubleshoot if there other settings that may be misconfigured.