Ti sei dimenticato un pezzo.

codice:
Dim connection As New SqlClient.SqlConnection
Dim command As New SqlClient.SqlCommand         
Dim adaptor As New SqlClient.SqlDataAdapter         
Dim dataset As New DataSet          

connection.ConnectionString = ("Data Source=MARCO-FERRARIS;Initial Catalog=Db_Gestionale;Integrated Security=True")    
     
command.CommandType = CommandType.Text
command.CommandText = ("SELECT * FROM Fattura")         
connection.Open()          

'**********************************************************
Dim myDataReader As SqlClient.SqlDataReader   =  command.ExecuteReader()     
'********************************************************** 

txtNumber.Text = myDataReader.Item("numero").ToString