In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form $\partial_t u = L_x u + b(t,u)+σ(t,u)\dot{W}$, driven by a Gaussian noise $\dot{W}$, white in time and spatial correlations given by a generic covariance $γ$. We provide natural conditions under which classical Picard iteration procedure provides a unique solution. We illustrate the applicability of our general result by providing several interesting particular choices for the operator $L_x$ under which our existence and uniqueness result hold. In particular, we show that Dalang condition given in Dalang (1999) is sufficient in the case of many parabolic and hypoelliptic operators $L_x$.