You must specify which site(s) is/are the data source for the analyses.
When you create a new report, your site will be automatically selected by default.
If you wish to delete this site or add one, open the "site" menu, then click the "Edit" button:
In the field, enter the name of the sites you want to appear in the report, or delete the sites you no longer want to use. Then select the site which should be displayed by default when the report is opened.
Remember to save your changes in order for them to be taken into account.