Hi
There is no list of supported column type for Power BI linking.
Do you connect to on-premises SharePoint list from Power BI Desktop and use "Get Data-> SharePoint list" entry? As far as I know, the above error could occur when SharePoint lists have calculated fields. Do you get any errors when removing calculated columns from SharePoint list?
There is a similar thread for your reference.
http://community.powerbi.com/t5/Integrations-with-Files-and/DataSource-Error-connecting-to-SharePoint-2010-list/td-p/23448
Thanks,
Lydia Zhang