Water molecules are made up of one atom of oxygen bonded to two atoms of hydrogen (H2O). When atoms become bonded, they share electrons. However, the oxygen atom is so large compared to the hydrogen atoms that is tends to “hoard” these electrons to a greater extent. This hoarding of the electrons confers upon the oxygen atom a partial negative charge, and conversely, the electron deficit confers upon the hydrogen atoms a partial positive change. Thus water molecules tend to stick because the positive and negative charges attract each other. This creates the phenomenon known as surface tension. Surface tension is an important property of water that living things such as the insect known as water strider exploit.
Surface tension and the effects that soap has on it can be used to perform some fun experiments as Physics Girl shows in the video below.
Water strider image by Alexander used here under an Attribution-ShareAlike 2.0 Generic (CC BY-SA 2.0).