The default reports allows you to set a single field to sort on, but you can always create compound formula text field to list some fields together with hyphens as a separator of you want to have multiple fields in your sort sequence formula.
The default report is accessed by getting into Setungs for the table and then into reports and then look to the top right.
I have a calendar report in which multiple records in a single date are no longer sorting correctly. I've tried to follow the above advice but it has not worked. When referring to "the default report" above is this the "default report settings" or the "default calendar settings"? I've created a compound formula text field that I want to sort on within the calendar (and the default report) but including it in the "Default Sort Order" field in the "Default Report Settings" has not updated the calendar sort order.