I have created a Pivot Chart, but I am unable to change the Data Range when
I go to Select Data. (It's greyed out and unselectable.)

The help tells me I should be able to do that, as follows. Furthermore it
also seems to say that I only need to select the first cell when creating
the chart, but that's not true. A message appears saying I need at least 2
rows of data!!

From Help....
Click the PivotTable report .
1.. On the Options tab, in the Data group, click Change Data Source, and
then click Change Data Source.
The Change PivotTable Data source dialog box is displayed.

2.. Do one of the following:
a.. To use a different Microsoft Office Excel table or cell range, click
Select a table or range, and then enter the first cell in the Table/Range
text box.
Rob