Water molecules have the most kinetic energy when they are in the ...

Gas phase.

Explanation: Solid (ice) generally are rigid. They have definite shape and volume. Hence, their kinetic energy is smaller than that of loose fluids as their particles cant move freely. Liquid (water) is generally more free-form than solid but they still have a definite volume, as they aim to take the shape of their container in which they are kept. The hydrogen-bonding in water makes the intermolecular forces more stronger, but intermolecular forces are not full bonds, so they are more free to move than of solids. Gases (water vapour) are free to move, but they lack the intermolecular forces that hold liquids together, so they are more free to move than liquids.

Result: The Gas phase of water has the maximum kinetic energy.