Hi Andrew,
I just wanted to jump in with some info for you!
The On-Page reports are automatically generated for any urls you have that are ranking. If that URL changes or gets deprecated at some point, you will need to manually stop the report from running by clicking the button that says "Stop Running Weekly."
As for new ones. They will be generated if you're ranking. If you want to track something that's not ranking, you can run that on the On-Page Report Card and then click "Run This Report Weekly"
I hope that helps.
Cheers,
Joel.