When you open Power Bi and try to connect to BI Connector through ODBC mode, in case if you're not prompted to enter username/password and received an error message as shown below, it may be because invalid credentials are stored in Power BI cache.
We request you to enter correct DSN credentials using the below steps.
Step 1: Click on File menu which appears at the top left corner of Power BI page.
Step 2: Then, select Options and Settings and click on Data source settings from the menu.
Step 3: Choose the appropriate DSN name in Data source settings dialog.
Step 4: Click on Clear Permission button and click Delete.
Step 5: Post that you'll be taken to the dialog where you need to enter DSN credentials.
Step 6: Enter the valid username and password for the selected DSN and click connect.