Add the water and date, if using, to a high-speed blender and blend until the dates are broken down. (Blending them first ensures you won't over blend the oats later.) Add in the oats and blend again until the oats have broken down and the liquid looks creamy, about 20 to 30 seconds.
Pour the blended mixture through a fine-mesh strainer, and tap the sides of the strainer to make sure the liquid strains through. (Don't use a spoon to press the pulp into the sides of the strainer, or the resulting milk will be slimy. This is also why I don't use a nut milk bag in this case.)
Use the milk right away, or store it in an airtight container in the fridge for up to 4 days.