That does sound strange, you should definitely be able to use “Me” in the “Assigned to” field (see screenshot below); another alternative is just to enter your name!
I see, @Mattia_citti_Citteri. Reports with the criteria “assigned to me” will only show tasks of the user who created the report.
If you want to perform this search for your colleagues, you would need to enter their names, but you won’t be able to create a report for all of them at once, you will need to create them one per one! Sorry for not being able to help you further there!