"I love to sail over the water" (some specific body of water) or "I love to sail over water" (any water).
"He spilled the milk all over the floor" (some specific milk, perhaps the milk you bought earlier that day) or "He spilled milk all over the floor" (any milk).
"A/an" can be used only with count nouns.
"I need a bottle of water."
"I need a new glass of milk."
Most of the time, you can't say, "She wants a water," unless you're implying, say, a bottle of water.
Some common types of nouns that don't take an article are:
Names of languages and nationalities: Chinese, English, Spanish, Russian (unless you are referring to the population of the nation: "The Spanish are known for their warm hospitality.")
Names of sports: volleyball, hockey, baseball
Names of academic subjects: mathematics, biology, history, computer science