The sort order of reports is largely determined by the type of report it is. For example Income and expense reports are sorted by category first then by date within the category. Transactions reports are sorted by date etc.
You can add and delete categories as you wish, you can also choose what categories to use in reports like the Income and Expense reports (these are really category based reports)
All reports can be customised to a degree but are not completely customisable, you basically determine the set of parameters that are used to generate the report.