I think it needs to be clearer in the Report Builder that if you're building a Report which is then going to be used/added to a Campaign Activity, that the user needs to start from 'Contact'. It might seem obvious to us, but I don't think it really is to customers...I think they would think to press 'Campaign Activity' instead as that too seems fairly logical.
I also think the 'Next' button on the bottom right is not obvious enough. Maybe if it was pulsing, or if it was positioned slightly further up?