Problem Filling DataSet

There are a few bad things in your code:
You make two consecutive calls to drFull.Read() by doing such you ignore the 1st record.
You create a new row in your dataset but never add it to the table afterwards : that's why your dataset is empty in the end.
You don't close your datareader as well as the connection.

Now from a functional point of view:
It looks like you are trying to pivot data coming from multiple tables to build a dataset.
Each table has the same structure : Id, Col1
You want to have a dataset with following structure :
Id, ValFromTable1Col1, ValFromTable2Col1, ValFromTable2Col1, ValFromTable3Col1, etc...


If I got things right then the following code should bring you closer to what you expect.

List<string> GetListOfTables(string Param)
        {
            List<string> TableList = new List<string>(); //Get All tables

            string cmdGetTableListstr = string.Format("SELECT DBName FROM TableList WHERE Param='{0}'", Param);
            SqlCommand cmdGetTableList = new SqlCommand(cmdGetTableListstr, Connection);
            SqlDataReader drGetTableList;

            Connection.Open();
            drGetTableList = cmdGetTableList.ExecuteReader();
            drGetTableList.Read();
            while (drGetTableList.Read())
            {
                TableList.Add(drGetTableList[0].ToString()); //Full the TableList (List) with the list in the TableList (Table)
            }
            Connection.Close();

            return TableList;
        }

        DataSet BuildDataSetForTableList(List<string> TableList)
        {
            DataSet dsreturn = new DataSet();
            dsreturn.Tables.Add("Table1");

            //if ID is your common Discriminator accross all tables you probably want to add it here...
            dsreturn.Tables[0].Columns.Add("ID");

            foreach (string tablename in TableList) dsreturn.Tables[0].Columns.Add(tablename); //Add one column per table
            return dsreturn;
        }


        public DataView DVForm(string Param)
        {
            List<string> TableList = GetListOfTables(Param); 

            DataSet dsreturn = BuildDataSetForTableList(TableList);

            // Fill the dataset
            foreach (string tablename in TableList)
            {
                var commandText = string.Format("SELECT ID, Col1 FROM {0}", tablename); //Full the SQL Commands with respective table name

                var newRow = dsreturn.Tables[0].NewRow();
                SqlCommand cmd = new SqlCommand(commandText, Connection);
                SqlDataReader dr;
                Connection.Open();
                dr = cmd.ExecuteReader();

                // dr.Read(); // If you read twice then you lose first record so just read when you are in the loop

                while (dr.Read())
                {
                    newRow["ID"] = dr[0].ToString();
                    newRow[tablename] = dr[1].ToString();

                    //for (int x = 0; x < TableList.Count; x++)
                    //{
                    //    dsreturn.Tables[0].Rows[x][i] = dr[0].ToString();
                    //    dsreturn.Tables[0].Rows[x][i + 1] = dr[1].ToString();
                    //}

                }

                dsreturn.Tables[0].Rows.Add(newRow); // You must add your new row to the dataset

                dr.Close(); // Don't forget to close your datareader
                Connection.Close(); // Don't forget to close your connection
            }

            return dsreturn.Tables[0].DefaultView;
        }
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