The first observation of the production of W$^\pm$W$^\pm$ bosons from double parton scattering processes using same-sign electron-muon and dimuon events in proton-proton collisions is reported. The data sample corresponds to an integrated luminosity of 138 fb$^{-1}$ recorded at a center-of-mass energy of 13 TeV using the CMS detector at the CERN LHC. Multivariate discriminants are used to distinguish the signal process from the main backgrounds. A binned maximum likelihood fit is performed to extract the signal cross section. The measured cross section for production of same-sign W bosons decaying leptonically is 80.7 $\pm$ 11.2 (stat) $^{+9.5}_{-8.6}$ (syst) $\pm$ 12.1 (model) fb, whereas the measured fiducial cross section is 6.28 $\pm$ 0.81 (stat) $\pm$ 0.69 (syst) $\pm$ 0.37 (model) fb. The observed significance of the signal is 6.2 standard deviations above the background-only hypothesis.