I follow the Scala tutorial on https://spark.apache.org/docs/2.1.0/quick-start.html
My scala file
/* SimpleApp.scala */
import org.apache.spark.Spark
as @Alexey said, change Scala version to 2.11 fixed the problem.
build.sbt
name := "Simple Project"
version := "1.0"
scalaVersion := "2.11.11"
libraryDependencies += "org.apache.spark" % "spark-core_2.11" % "2.2.0"
Note that Scala version MUST MATCH with Spark. Look at the artifactId, spark-core_2.11 mean it was compatible with scala 2.11 (No backward or forward compatible)