Do I still need special permission to create a p2.xlarge instance on AWS?

In the very first video on set up it was mentioned that unfortunately to create p2 instance on aws you need special permission. Is this still valid? Can I not create a fresh p2 instance just using the script without needing a special permission?

Yes, you still need permission. However, in my experience they are very quick, usually taking no more than a few hours. Microsoft Azure has a similar N Series, which you do not need permission for. In this link you can see how to setup an Azure for the course here: Seting up an Azure VM for DeepLearning