What is Data Source?Data Source is a set of data source connection properties. When we create data source, we need to provide below information
Name: Name for the Data Source
Description: Optional, Good idea to provide
Connection Type: Such as Microsoft SQL Server, Oracle, OLE DB and ODBC etc.
Connection String: Provide the Connection String for Data Provider
Credential Type: Specifies how the credentials are obtained for connection
What is Shared Data Source?A Data Source that can be used by multiple reports is called Shared Data Source. If your reports are accessing the same data source, it is good idea to create Shared Data Source. It really helps and reduce work when we deploy reports to Report Server. If you need to point reports to different data source, you only need to make change in Share Data Source Connection String and all reports will be able to use it.
If you have used the embedded Data Source in each of the report. You have to make change to each report to point to new data source.