I'm building my first simple report in Report Builder 2019.
My Data Source is simply a Select * from a table. It DOES work. I guess I would expect report builder to automatically bring in the column names as column headers, it doesn't. I had to drag the column over to get the values on the report. At this point, I'd say the formatting is not very intuitive but I'll keep working with it. I may need to take a tutorial.
I believe there's a new report wizard in Report Builder that would do that for you, but if you just do "New Report" then the layout has to be done by hand.
I don't create the sql-statement in SSRS. It isn't as friendly as Azure Data Studio. What I do is to create a notebook for each report and save the SQL-statement in the notebook. I only copy and past it to the Report when it's finished. Nice thing about is that you can explain a lot more so you also have the documentation.
I always use stored procedures for SSRS reports. That way if something else also needs the result ser it is shareable. That small window is also hard to work in as @RogierPronk says.
And I don't use Report Building - I use Visual Studio with the SSRS extension to build reports. You can start with the wizard and it will generate a basic report and setup a basic tablix with your settings. From there you can modify and update as needed.
Once you have a better understanding of how things are organized and built for SSRS - then you could start from a blank report. With that said, I almost never start with a blank - either I have a template report or I just use the wizard to build a basic report and start from there.