I see Davesprite shown with a spirograph necklace in a lot of fan art. Has this been seen in canon, or is it just a popular fanon thing?

It’s canon.  Every player gets one when they get high enough on their echeladder.  The necklace allows them to summon their sprite anywhere.  It’s customary to give the pendant back to the sprite when the player doesn’t need them anymore which is why Davesprite has his.