Did you set the display columns you want to see using DataRegion.setColumns()?
If you want the DataRegion to create the query and get the ResultSet (the usual case) it needs to know what table to query. You can call DataRegion.setTable() to do this, but we usually don't bother… if not set, the DataRegion will iterate the display columns and use the table associated with the first database-bound column. If you 1) haven't set the result set directly and 2) didn't call either setColumns() or setTable() you will get the error above.