The Spark Session is already created for by the Databricks environment. However you can create your own

from pyspark.sql import SparkSession
# Initialize Spark session
myspark = SparkSession.builder.appName("YourAppName").getOrCreate()

# Create a sample DataFrame for streaming
data = [("Alice", 1), ("Bob", 2), ("Charlie", 3)]
columns = ["name", "value"]
df = myspark.createDataFrame(data, columns)
df.show(truncate=False)

output
+-------+-----+
|name   |value|
+-------+-----+
|Alice  |1    |
|Bob    |2    |
|Charlie|3    |
+-------+-----+