Soon enough you will want to start to build ovens, smelteries, and other things that require clay. You can obtain clay by placing dust from Ex Nihilo into a barrel filled with water.
You can place a barrel with the top open to the sky and wait for rain to fill your barrels, or you can use a nice little trick to get those barrels filled and not have to wait for rain. We have all been there, the skyblock map in a desert biome. BUT IT NEVER RAINS HERE!
Not to worry. From a single water source block you can fill glass bottles, and 4 of these will fill a barrel with water. (And yes: 33.3% x3 is only 99.9% so it takes 4)
SKCraft