It looks like rasa doesn’t find the training data. Do you use the default project setup? What are the outputs of rasa --version and rasa data validate?
rasa --version
Rasa Version : 2.6.3
Minimum Compatible Version: 2.6.0
Rasa SDK Version : 2.6.0
Rasa X Version : None
Python Version : 3.8.8
Operating System : Windows-10-10.0.19041-SP0
Python Path : c:\users\usha\anaconda3\python.exe