There are two types of DataSets
Shared DataSet:Shared Dataset is dataset which is created by using Shared Data Source and deployed to Report Server. Shared Dataset can be used by multiple reports.
Think about a view or stored procedure that can be used to create multiple reports. For those we can create Share DataSet. For example, we need to use Month Name parameter in multiple reports.We can create shared Dataset for MonthName( that will return us all month names in a year) and can use in multiple reports.