A review source is a review site - the website that a review appears on - e.g. Yelp or Tripadvisor
Why do some sites show reviews from other sources?
Sites such as Yahoo Local don't have their own reviews. Instead they syndicate reviews from Yelp.
Where we know that a site has syndicated a review from another site, we'll reference the original source next to the review.
This does mean that the same reviews may appear under both Yelp & Yahoo Local in your report; you may decide to turn off Yahoo Local in your report settings so that it no longer appears on your report.