I am trying to connect Power BI to SharePoint to source my data and create a report. I see 3 SharePoint options under Get Data in Power BI. I am not very sure which one to use. I tried all 3 (SharePoint folder, SharePoint Online list and SharePoint list) but I end up with an error mentioned below:
The url I am using looks like:

Any help is appreciated.

You should use
Sharepoint Online List.This would prompt a message that would ask for your site, where the list is stored
The site URL structure should look like this
https://
organization name.sharepoint.com/sites/site name/After that, it would ask for your login details and finally a navigation pane with all the assets of that site including your list. In my case,
Test 2is the list.