To make a water bottle, place 3 glass inside a crafting table like an upside-down triangle. Here’s an image.

Crafting a glass bottle

Take the 3 glass bottles from the crafting grid out and now you got glass bottles.

Now, find a water source nearby and right-click the water while holding the bottles to get a water bottle.

To obtain glass, use a furnace to smelt sand to turn it into glass.