I'm trying to solve my issue in my own but I couldn't, I'm trying to run this code in every format you can imagine and in ArcGIS pro software it's the same I can't find this error message in any other issue. From similar issues, it seems some data files could be missing?

import geopandas as gpd
import json
import numpy as np
from shapely.geometry import LineString, Point, box
import ast
from pyproj import Proj

paths = road_features.SHAPE.map(lambda x: np.array(ast.literal_eval(x)["paths"][0]))
pathLineStrings = paths.map(LineString)
gdf = gpd.GeoDataFrame(road_features,geometry=pathLineStrings)
#gdf.crs = {'init': 'epsg:3857'}
gdf.crs = {'init': 'epsg:4326'}

gdf = gdf.to_crs({'init': 'epsg:4326'})

i get this error

RuntimeError: b'no arguments in initialization list'

also i tried it in arcgis pro i got the same

Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-py3\Lib\site-packages\geopandas\geodataframe.py", line 443, in to_crs
    geom = df.geometry.to_crs(crs=crs, epsg=epsg)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-py3\Lib\site-packages\geopandas\geoseries.py", line 304, in to_crs
    proj_in = pyproj.Proj(self.crs, preserve_units=True)
  File "C:\Program Files\ArcGIS\Pro\bin\Python\envs\arcgispro-py3\Lib\site-packages\pyproj\__init__.py", line 362, in __new__
    return _proj.Proj.__new__(self, projstring)
  File "_proj.pyx", line 129, in _proj.Proj.__cinit__

RuntimeError: b'no arguments in initialization list'

Is there an initial crs defined? I ran into the same problem only when I passed only the epsg command: gdf.to_crs('epsg:4326').

As you show

my_geoseries.crs = {'init' :'epsg:3857'}

should be the first step and then transforming to

gdf = gdf.to_crs({'init': 'epsg:4326'})

If you are working in ArcGIS you could also check in the properties whether the initial epsg is defined ?