It's easy for me to imagine gas pressure on a molecular level. More pressure means that more molecule bounce against the thing you are measuring, or the molecules hit it with more speed or the molecules are heavier.
But I can not imagine how water pressure works on a molecular level. Water is not compressible, so there can not be more water molecules per volume to increase pressure. But if the velocity increases, this should also increase the water temperature. However the bottom of a pool of water is not hotter than the surface. So I just don't understand it.
Answer
The fundamental difference between a liquid and an ideal gas is that in the gas, the molecules fly around free and only occasionally and briefly interact with each other, whereas in a liquid, the molecules are close enough together that they are always within the electromagnetic fields of their neighbors. If two molecules in a liquid move apart a bit, there is a weak electromagnetic attractive force between them. If they move a bit closer together, there arises a repulsive force between them that grows rapidly as the separation decreases. So it doesn't take much compression (but some) for the pressure to increase markedly. Though things at the molecular scale are governed by quantum mechanics, it is fair to imagine a little free-body diagram for a molecule of water which is closest to the "thing you are measuring". There would be a force on the molecule from the "thing", but also forces, on the whole in the opposite direction, from the neighboring molecules.
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