Abri este tópico para ajudar quem passou a mesma dificuldade que eu ao inicializar a aplicação. Na aula que gera o arquivo .zip do projeto faltou incluir a dependência "Spring Web".
Caso já tenha criado o projeto, também pode incluir manualmente no arquivo pom.xml a dependência a seguir dentro das tags de <dependencies></dependencies>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-web</artifactId>
</dependency>
Meu arquivo pom.xml ficou da seguinte forma:
<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<parent>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-parent</artifactId>
<version>3.0.5</version>
<relativePath/> <!-- lookup parent from repository -->
</parent>
<groupId>br.com.alura</groupId>
<artifactId>spring-data</artifactId>
<version>0.0.1-SNAPSHOT</version>
<name>spring-data</name>
<description>Demo project for Spring Boot</description>
<properties>
<java.version>17</java.version>
</properties>
<dependencies>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-data-jpa</artifactId>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-web</artifactId>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-test</artifactId>
<scope>test</scope>
</dependency>
</dependencies>
<build>
<plugins>
<plugin>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-maven-plugin</artifactId>
</plugin>
</plugins>
</build>
</project>