Have a 230V to 11V transformer. Want to run it to have a spark gap.
First thought creating an Sine Wave would be easy with arduino but apparently not that easy.
Just a couple of thoughts here... first, don't use "normal" transformers this way. They're not very good at it. If you want a spark gap, use a high-frequency ferrite core transformer, like the baby flybacks you find in plasma globes. You may get a painful shock/small burn if you're not careful, but you're quite unlikely to die unless you decide to experiment with it naked covered in salt water.... so don't do that :p
Also, don't throw a microcontroller at a project that doesn't need one. It'd be easy enough to knock together a 555-based oscillator with some big fat power transistors to make an appropriate driver circuit, and a lot less hassle if you burn something out. Google "flyback driver 555" for some ideas, it's not difficult. You can vary the output voltage by varying the duty cycle of the 555 oscillator.