There is plenty of water on the moon, NASA confirms

[NJ5]

Now seriously, the "what does the water taste like?" question is actually a good one. Water doesn't taste like anything unless it has minerals and other stuff, if it's just pure H2O it doesn't have any taste as far as I know.

It's probably "contaminated" by some moon stuff, but probably not what we would expect to find on Earth water, so it probably tastes quite different (and could kill you too).