Are you trying to create a parameter dropdown? I don't know T-sql very well, but according to the information I searched, the statement to create a stored procedure is:
CREATE PROCEDURE SelectAllCustomers
AS
SELECT * FROM Customers
GO;
My test:
For more details, you can refer to this link: https://www.tutorialgateway.org/create-ssrs-report-using-stored-procedure/.
If the answer is helpful, please click Accept Answer and Up-Vote for the same. If you have any questions, please feel free to let me know.
Best regards,
Aniya