You might want to look in the log under Administration > System log if it fails to load your module because of errors it will log the error details.
I would avoid using query string params on a CMS page plugin because it loads in a page where other features may also be loaded. It is fine to use query string params in supporting pages.
If I were working on something like this what I would do is make the module part of the feature ie the UserControl that plugs into the CMS page to be just a list of reports, the list would link to a supporting page and the links would pass the pageid moduleid (&mid=) and your own custom params to the supporting page in the url.
Then in the supporting page you would host the report viewer and use whatever logic based on the parameters to configure it.
The Hello World tutorial doesn't really cover supporting pages, but I know it is covered in the Guest Book tutorial video series. It is well worth watching these to get up to speed for custom development, there are quite a few of them but each one is less than 10 minutes long. The hello world approach is the quick and dirty approach whereas the Guest Book tutorial teaches how to do a more professional approach with custom projects and code behind instead of inline code like in the hello world example.
And of course the mojoPortal source code is also rich with code examples for most common tasks and can be a good reference for building custom features.
Hope that helps,
Joe