The purpose of the workshop "How to set-up a health data sharing initiative?" - organized by UHasselt's Biomedical Data Sciences research group - was to explore and define the pathways for setting up effective health data sharing initiatives, particularly focusing on the use of real-world data (RWD) and federated learning systems. Participants from diverse backgrounds, including general practitioners, oncologists, data engineers, and IT professionals participated in the workshop, ensuring a broad range of expertise. The list of participants is provided in the annex of this document. This report captures the key takeawaysfrom the workshop, offering a guide for similar future initiatives.