That's easy: Martian tektites
Hi -
What these spherules are are Martian tektites.
As to water, if you look a little south of the Opportunity landing ellipse, you'll see an impact with "mud" outflows surrounding it.
The iron most likely comes either from the impactor or the ever present impactor iron dust which pretty much coats Mars and forms a good fraction of its surface layers.
After their formation by impact these spherules were then incorporated into the surface layer, later being exposed by wind (and a very little water) erosion.
By the way, if you look at some of the earlier spherule images, you can see ablation marks on some of them.
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