# first option
df = {'First Column Name':  ['First value', 'Second value',..., np.nan],
        'Second Column Name': ['First value', 'Second value',..., np.nan],
         ....
        }

# second option
df = {
  {'First Column Name': 'First Value', 'Second Column Name': 'Second Value'}
  {'First Column Name': 'Third Value', 'Second Column Name': 'Fourth Value'}
}

# convert
df = pd.DataFrame(dict)