You can get the students to physically feel that liquids are not compressible by giving them three closed syringes: one contains water, say 50 mL, that’s been put in the freezer to become ice; another syringe contains 50 mL of liquid water, and the other one is gas. Ask them to push the syringes and see what happens. They find they cannot push the syringes containing liquid or solid, even though they think there would be some space in the liquid one. The misconception is that liquids fall somewhere between solid and gas and so should be “a bit” compressible.
Use the Vis Chem website, which is Roy Tasker’s resource, and there are links to a Scootle site where you can download visualisations for chemical bonding and pure substances in different states. There is gaseous water and liquid water. You can see they’re close together - they’re crowded. You can talk about ice skating. You can press the ice and it becomes liquid. That’s why the ice skates slide. You can see they’re jiggling away. There’s some space between them.