Creating a new SQL Server reporting services DB - writing your first report will come quick enough after you setup the server.
Creating your first report in Reporting Services can be rather... interesting... if you haven't done the the necessary config first. To get Reporting Services up and running, you have to make sure you have run the configuration tool.
Note that I'm assuming you've already run the SQL Server setup program and have IIS installed.
I'm running SQL Server 2008 R2, so it's Start >> All Programs >> SQL Server 2008 R2 >> Configuration Tools >> Reporting Services Configuration Manager
You'll get the popup window labelled "Reporting Services Configuration Connection"... quite the mouthful, and just put in your server \ instance name, and click ok.
You can click through the various tabs on the left. I found that during my setup, the reporting database wasn't installed for whatever reason. I went to the Database tab, and clicked the "Change Database" button. I was able to create a new reporting server database from the wizard, and then that was it.
