Yes, usually you will know which Entity you wish to add but if your experimenting
In PowerApps studio, Data Connection Blade - Add New Data Source - CDS (Common Data Sources)
It would be really helpful if we had the ability to sort the Entities by Type or Tag
Standard, Custom, System Sales, Productivity, Master, KB etc...
Thanks @KC this is definitely an area we are looking at, appreciate the feedback and we will keep you updated on when we can introduce this.