Why the storage?
Sprinkle data provides connectors from various data sources to load data into your warehouse, and BI and reporting tools to analyze data on your warehouse. To get started on Sprinkle data, you need to configure a storage : one of Google Storage bucket, AWS S3 bucket or Azure Blob Storage. Sprinkle data is not a warehouse in itself, and your data does not move to Sprinkle data. The storage configured during setup will be used to store data pulled from data sources, create temporary files, store/cache query outputs. So, configuring storage is part of your onboarding step.
If you do not have storage, you can opt for Sprinkle data to create and manage storage for you, it will create a Google cloud storage bucket for you.
Or you can create the storage yourself with following guides
https://cloud.google.com/storage/docs/creating-buckets#storage-create-bucket-console
https://docs.aws.amazon.com/AmazonS3/latest/user-guide/create-bucket.html
https://docs.microsoft.com/en-us/azure/storage/common/storage-account-create?tabs=azure-portal