Buy from Shantay in the Shantay pass for 30gp or from from Ali Morrisane (after the Feud quest) for 27gp, but filled with 3 doses. Various desert monsters drop it too.
Your character automatically drinks from it when out in the open desert.
Notes:
When in the desert, you can use a knife to cut a healthy Kharidian cactus to fill it. You can also use buckets and vials to replenish your waterskin, fill them from other semi-deplited waterskins, or use the Lunar spell Humidify.