There is a question that has long fascinated me in respect to water in the universe. We now know it is abundant, but since a liquid cannot be compressed how was it contained in that original material of the Big Bang?
Bear with me for a minute through an analogy that isn't quite spot-on, but that I think will help answer your question. Imagine you took a pile of sand and built a huge sandcastle, a palace with ballrooms, drawbridges, turrets, the whole deal, all made from these tiny little grains of sand. Let that sandcastle represent today's universe. When you ask, "Where was the water in the big bang?" it's a bit like me asking you, "Where were the turrets in the sand pile?" So for today's universe to contain water--or hydrogen, or carbon, or lead, or anything--requires only that the big bang produce the materials out of which it could be made.
Here are some more specific, literal explanations. This web site provides a "big bang timeline," describing how today's "sandcastle" universe was created from the "pile of sand" of the big bang.
And for an explanation of how water in particular arose, check out the previous Ask an Astronomer reference at the bottom of this page.