We do know which bathroom it is - it's the bathroom that's part of the specific building that Nick is in at the moment. If there is more than one bathroom in the building, we will take it for granted that it's the nearest or most appropriate bathroom. We also know 'which' water we're talking about - it's the supply of water flowing through the pipes in that building. These are both specific things, so we need the definite article.

You're right - you should know which room from the context. You have to look back in the text.

As the other person said, when we say "the" we often assume the listener knows which one it is. If Nick says "I'm going to the bathroom." we know he means the nearest bathroom, unless he tells us differently. Likewise, the water means the water supply to his house, unless he states differently.

In Portuguese we use this article in the same way that is used in English. It's clear for us when to use. I think if you just say "Nick went to room" may sound like you're talking about the verb. This is just another English grammatical rule that you don't have to understand... just try to use until it begins to make sense. Best regards.