Canonically, Gendry Waters and Sansa Stark have never met. The biggest claims that fans have to shipping Gendry and Sansa together come from quotes by two characters connected to Gendry and Sansa; their fathers.
The first quote is one stated by Gendry's father, the late King Robert Baratheon.
When he first arrives at Winterfell in the episode titled, Winter is Coming (Season 1, Episode 1), Robert names Ned Stark his Hand of the King, and the two of them speak down in the tombs of Winterfell. Next to a statue of Lyanna Stark, Robert proclaims that the houses of Stark and Baratheon should have been combined. He states that it's not too late to make this a reality.
("I have a son, you have a daughter. We'll join our houses.") The interesting part about this quote is that Robert was referring to Joffrey. However, Joffrey is not his son. In fact, his only true remaining son by the end of Season 7 in Game of Thrones, is Gendry.
The second quote comes from Sansa's father, Ned Stark.
In the episode titled A Golden Crown (Season 1, Episode 6), Ned speaks to Sansa and Arya about leaving King's Landing and going back to Winterfell after Ned discovers the truth about Cersei and Jaime Lannisters incestuous relationship and the fact that Cersei's children are not King Robert's. Ned proclaims that when Sansa is old enough, he'll make her a match with someone who is worthy of her. He proclaims that someone worthy of his daughter to be a man who is considered "brave, gentle and strong."
Throughout the course of the series, Gendry has shown himself to possess all three of these traits. His bravery when it came to helping Jon Snow with proving white walkers exist is one example of this, his gentle nature when it came to befriending Arya Stark and helping her when she needed it, and his strength is well known by the use of his hammer.
While Sansa and Gendry have never actually met, because Gendry has suddenly made a reappearance in the show and is possibly heading to Winterfell, it is likely the two will officially meet soon.
The pairing between Gendry Waters and Sansa Stark is one of the many pairings Sansa Stark is shipped with, and Sansa Stark is the second most shipped girl with Gendry, the most popular being Arya Stark.