Don’t be a literal as me and make this same mistake when setting up a connection to CRM Online for PowerBI. Read the fine print!
See how in the example there is no trailing space to include in the oData service endpoint!
You will get an error when you copy and paste the URL from the developer resources window from CRM. PowerBI doesn’t like the trailing space at all. It will say it can’t find the endpoint. Remove the slash before or after pasting it in and clicking on OK.