Protista is a diverse group of eukaryotic microorganisms that can be found in a wide range of environments. They are primarily aquatic organisms and are most commonly found in water, including freshwater and marine environments. Some protists can also be found in moist soil or decaying organic matter, but the majority thrive in aquatic habitats.
Air is not a common environment for protists as they require moisture and nutrients to survive.
Soil does contain some protists, but they are more commonly found in water.
Ocean also harbors many marine protists, but the most general answer is that they are found in water.
Thus, water is the most accurate environment where protists are commonly found.