How to get the option to create a new Scala Worksheet in IntelliJ?

You can go to:

File -> Project Structure -> Global Libraries (tab in left nav. bar)

Clear out any entries (if needed), then add the scala sdk back in. Ensure you click the Download... button. That's it.

In version 2020.1 the worksheet option didn't show up because scala plugin was out of date and updating and restarting IDE started showing it.

File > Settings > Plugins > Downloaded > Scala

Hit update and restart IDE.

IDE hangs after restarting (at least for me). I had to kill and restart and like they say, third time was the charm.

Framework Support needs to be added to the project:

1. Right click on the project and choose Add Framework Support...
2. Click on Scala and set the settings.