It depends on the social situations. In my experience (yay, anecdotes) you only need to assert your preferences once or twice (maybe less with soft drinks, maybe more with alcohol, depending on the situation and people involved).

Anyway. You shouldn't be surprised if people react incredulously when you're not just deviating from the social norm but opting out of entire categories. "I only drink water" is no different in that regard than "I'm a vegan" or "I only eat raw food". It's a perfectly fine preference, but you're going to be an exception and exceptions tend to stand out.

I'm German but don't like beer and feel rather dispassionate about football (or "soccer" to Americans). It used to take some explaining when I was younger (i.e. teens and early 20s) but at 30 I find that barely anyone[0] cares about it -- simply because they've learned that they don't have to agree with everyone about everything to be friends.

[0]: Except die-hard football fans who can't imagine anyone not at least enjoying the sport or uber-machos who think drinking beer is a requirement for being a man. But those traits tend to be obnoxious enough on their own.