$\newcommand{\al}{\alpha}$
Let $x,v \in \mathbb{S}^n \subseteq \mathbb{R}^{n+1}$, $w \in \mathbb{R}^{n+1}$ satisfy $\langle x,v \rangle=0, \langle x,w \rangle=-1$.
Does there exist a smooth path $\alpha:(-\epsilon,\epsilon) \to \mathbb{S}^n$ such that $$ \alpha(0)=x, \dot \alpha(0)=v, \ddot \alpha(0)=w? $$
The condition $\langle x,w \rangle=-1$ is necessary for the existence of such a path:
Differentiating twice $\langle \alpha,\alpha \rangle=1$ we get
$$ \langle \dot \alpha,\dot \alpha\rangle+\langle \alpha,\ddot\alpha \rangle=0. $$
I tried to play with paths of the form of $$ \al(t)=a(t)x+b(t)v(t), $$ where $v(t) \in T_x\mathbb{S}^n$, but so far my computations did not reach a definite conclusion.
Note that every path $\al$ can be written in the above form. Part of the problem here is that $a(0)=1$, so differentiating $b(t)=\sqrt{1-a^2(t)}$ is not trivial at $t=0$.
$\newcommand{\brak}[1]{\left\langle#1\right\rangle}$tl; dr: Yes.
Suppose $x$ and $v$ are orthogonal unit vectors, interpreted as a point of the unit sphere and a tangent vector, let $w^{\perp}$ be an arbitrary vector orthogonal to $x$, and set $w = w^{\perp} - x$, so that $\brak{w, x} = -1$.
Define $$ X(t) = x\cos t + v\sin t + \tfrac{1}{2}t^{2} w^{\perp},\qquad \alpha(t) = \frac{X(t)}{|X(t)|}. $$ Since $x\cos t + v\sin t$ is a unit vector for all $t$, we have \begin{align*} |X(t)|^{2} &= 1 + t^{2}\brak{x\cos t + v\sin t, w^{\perp}} + \tfrac{1}{4}t^{4} |w^{\perp}|^{2} \\ &= 1 + t^{2}\sin t\brak{v, w^{\perp}} + \tfrac{1}{4}t^{4} |w^{\perp}|^{2} \\ &= 1 + O(t^{3}) \end{align*} at $t = 0$. Since $(1 + u)^{-1/2} = 1 - \frac{1}{2}u + O(u^{2})$ at $u = 0$, we have $1/|X(t)| = 1 + O(t^{3})$ at $t = 0$, so $$ \alpha(t) = X(t)[1 + O(t^{3})]. $$ Particularly, $\alpha'(0) = X'(0)$ and $\alpha''(0) = X''(0) = -x + w^{\perp} = w$.