Yeah, but I'm assuming you just get dumped there with minimal preparation. Otherwise you could also study up on early technology and know exactly what to make and how to make it to be impressive. And the 'convincing them you're not mad' problem still exists.
But it doesn't have to be up to modern standards, and certainly doesn't have to be with modern materials. Get the local cooper to make your pipes and reservoir with pitch-sealed wood. Or make it out of stone, or cast copper, or whatever they use to store water anyway. If it's Roman or post-Roman, they've already had some experience with running water anyway, that wouldn't be the impressive bit.
Threading and such is mostly useful for mass-manufacturing standard pipes and using it everywhere, but at least at first you'd just be doing it for a rich/powerful person or two, where you could do something labour-intensive and unscalable.
I'm not saying that you would get a perfect, modern system straight away, but if you can convince the people to give you the benefit of the doubt through a prototype or two, you could make something that works well enough. That would be what I'd be concerned about, even if you can magic away the language barrier, they'd likely just think you're mad.
I think it would actually be easier to wow people than people think. You'd just have to focus on older technology rather than completely modern stuff. If you know that steam engines are a thing, and even vaguely how they work, you can build the king a pump to get running water without having to run massive aqueducts, or a crane to build his massive projects, or any number of directly useful things. An understanding of basic germ theory could set you up to be the best doctor in the world. Or even just a bicycle would probably be quite useful to get around without a horse, and I'm sure anyone could make a rough mockup of a bike.
I mean, the Baghdad Battery's pretty old. We've had electricity for a while, just nobody knew what it was or how to use it. Just like us now.
Actually, I think you just got what you should make first - a simple Gutenberg press. You could probably make it all the way back in the Bronze age, using copper or brass for the stamps and the rest is just wood and rope. You'd just need a basic knowledge of levers and screws, and suddenly you have (relatively) mass-production media.