Вы близки, нужно преобразовать каждую строку в list
s:
df = pd.DataFrame(data['fields.geolocation'].values.tolist(), index=data.index)
Sample
a = [{"province": "Paris", "city": "Paris", "countryCode": "FR", "floor": 'null', "country": "France", "route": "RUE MONGE", "extra": 'null', "coordinates": [2.35242, 48.84477], "streetNumber": "55", "locationType": 'null', "postalCode": "75005"} ,
{"province": 'null', "city": "Paris", "countryCode": "FR", "floor": "CPO_BELI_floor_1482430978123", "country": "France", "route": "PLACE DU PANTHEON", "extra": 'null', "coordinates": [2.345032, 48.845715], "streetNumber": "17", "locationType": "OUTDOOR", "postalCode": "75005"} ,
{"province": 'null', "city": "Paris", "countryCode": "FR", "floor": "CPO_BELI_floor_1482430978123", "country": "France", "route": "RUE DU BAC", "extra": 'null', "coordinates": [2.327753, 48.857124], "streetNumber": "35", "locationType": "OUTDOOR", "postalCode": "75007"}]
s = pd.Series(a, index=[2,3,5])
print (s)
2 {'province': 'Paris', 'city': 'Paris', 'countr...
3 {'province': 'null', 'city': 'Paris', 'country...
5 {'province': 'null', 'city': 'Paris', 'country...
dtype: object
df = pd.DataFrame(s.values.tolist(), index=s.index)
print (df)
city coordinates country countryCode extra \
2 Paris [2.35242, 48.84477] France FR null
3 Paris [2.345032, 48.845715] France FR null
5 Paris [2.327753, 48.857124] France FR null
floor locationType postalCode province \
2 null null 75005 Paris
3 CPO_BELI_floor_1482430978123 OUTDOOR 75005 null
5 CPO_BELI_floor_1482430978123 OUTDOOR 75007 null
route streetNumber
2 RUE MONGE 55
3 PLACE DU PANTHEON 17
5 RUE DU BAC 35