While this may sound obvious, it is pretty apalling to see charts where the user has no idea that he can drill down into them. Even we have been guilty of this in some of our demos but over time, we have learnt this important lesson.
Have a message at the top clearly indicating that you can drill down into the chart – the sub-caption typically works well for this. This could be something as simple as “Click on a column to drill-down” to something more descriptive like “Click on a column to drill-down to monthly sales in the chart below.”