Spark Double copying my planeswalker - do I have to sacrifice?
You get to keep both. It would be a pretty useless ability if it didn't. The "legend rule" still applies to the original, but you need two legendary permanents with the same name for it to apply, and Spark Double (which isn't called Spark Double then) is not legendary itself.


  704.5j If a player controls two or more legendary permanents with the same name, that player chooses one of them, and the rest are put into their owners’ graveyards. This is called the “legend rule.”


Planeswalkers used to have their own "legend rule" checking their subtypes, which Spark Double does not provide for, but it's no longer in effect:


  306.4. Previously, planeswalkers were subject to a “planeswalker uniqueness rule” that stopped a player from controlling two planeswalkers of the same planeswalker type. This rule has been removed and planeswalker cards printed before this change have received errata in the Oracle card reference to have the legendary supertype. Like other legendary permanents, they are subject to the “legend rule” (see rule 704.5j).