Complaint reports allow you to track the change in the ratio of complaints (clicks on the Spam button) submitted by subscribers in relation to the total number of sent messages. These data come from ISPs which provide Feedback Loop mechanisms.
This value is very important since it determines reputation of your sending domain and your IP addresses. It is highly advisable to monitor your complaint rates regularly and to try to keep it as low as possible (preferably up to 0.4%, but tolerance can be higher or lower depending on a particular ISP: 0.2% - 1%).