A 'primary report' is the report that appears by default when you view your data in your location dashboard.
You can select which report is primary and you can only have 1 primary report for each type of report (e.g. search rankings, citations, reviews etc...)
If you only have 1 report (i.e. 1 ranking report, 1 citation report) then you won't need to set a primary report as there is only 1 to choose from!
This setting is ‘sticky’ - i.e. it remains after session ends so you’ll see same report when you log back in