If you are authenticating Salesforce for the first time, and cannot get the connector authenticated, this guide offers the first troubleshooting steps for you.
General Data Source Access Requirements
How to Authenticate/Re-authenticate Salesforce in Google Sheets, Google Data Studio & Microsoft Excel
Troubleshooting Permissions Issues with Salesforce
4. Look through our Salesforce FAQ for more information, perhaps you are using a part of Salesforce which not supported yet: