Please refer to this thread in the magento forums if you are still having trouble: >http://www.magentocommerce.com/boards/viewt.../viewthread/199303/P0/
I spent quite a bit of time not working directly on my module to understand why this was happening...others may as well benefit from my time. I created sample data, products, orders and generating reports to solve this problem. I posted a very lengthy solution on the Magento site at the URL listed above.
The problem centers around Orders that have NOT been processed and still have a status of "Pending", they will NOT appear in most reports.
In a Nut shell:
Admin Panel / Sales / Orders ~ will show you ALL your orders, regardless of an order's status. So you must start here.
Reports under these menus will NOT print IF the order is in "Pending" status, which all orders are until you go in via the Admin panel and change them...
Admin Panel / Reports / Sales
Admin Panel / Reports / Products
Amdin Panel / Reports / Customers
Please go to the Magento site for more detailed instructions http://www.magentocommerce.com/boards/viewt.../viewthread/199303/P15/# including Refreshing twice and a potential Timezone conflict...how to check to make sure that is not an issue for you.