Reports are generated on-the-fly. The more data in a report, the longer it might take to generate. Some things you can try are:
Try a smaller date range
If you're running a report that covers a wide date range, try completing it in smaller chunks. With less data to sift through, the report will be generated faster.
Have it emailed to you instead
You can also opt to have the report emailed to you as soon as it's ready. This is the preferred method when handling reports with lots of data.