The f/number stated on the lens (3.5-5.6 in this case) indicate the "maximum" aperture available on the lens at either end of the focal length range... that is to say, that is the widest open
the lens will go. All lenses stop-down from what their stated maximum (except for reflex-mirror designs that are usually fixed at f/8, but I digress) so you should be able to stop down at 15mm to about f/22 and at 85mm to about f/32, which will be more than suitable to get a long shutter speed and blur water.
ND filters would help if you'd like to shoot more wide-open (at lower f/numbers). Generally you want to buy better, more expensive filters that won't degrade your optical performance but do your homework first. I know Hoya filters are often recommended but you're going to be paying a premium. It's definitely worth it though, as the more you pay the more you generally get in terms of performace - less flare, less vignetting, less ghosting, better contrast, etc.
Strengths of the filters... Depends on how much you want to/can stop down for the environment you're shooting in, but I'd probably go with a 3-stop ND filter as a starting point, or if you want to shoot with wider apertures go for more stops. A more-dense ND (5 or more stops) helps because when your f/numbers go up you get diffractive softening...
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