When you first create a report and preview the data, the report displays the data in the order in which your data source returns it. The order varies, based on how data was entered in the data source and how you joined tables in the query.
In most cases, you will want to change the order in which data appears in the report. A customer phone list, for example, is easier to use if it is in alphabetical order. A sales report is more useful if it presents sales figures from highest to lowest, or the reverse, if you want to see low to top performers.