Density, thermal expansion, and heat capacity of hydration water around various model solutes have been studied as a function of temperature and pressure. The radius of spherical structureless solute was varied from 3 to 10 Å, and the water-solute interaction was varied from strongly hydrophobic to strongly hydrophilic. Thermodynamic properties of hydration water around solutes were compared with those near the inner surface of large cylindrical pores with a radius of 25 Å. For all systems studied, the energy of water-water interactions per molecule in the hydration shell is found less negative than in the bulk. This is the result of the missing neighbor effect, which leads to the liquid density depletion even near strongly hydrophilic surfaces. This effect enhances near concave surfaces and diminishes near convex surfaces, which causes an essential increase of hydration water density around small solutes. Liquid density depletion near surfaces is accompanied by an essential increase of the thermal expansion coefficient of hydration water: at low temperatures, it exceeds the bulk value even near strongly hydrophilic surfaces. The constant volume heat capacity of hydration water is close to the bulk value; it is practically not sensitive to water-surface interaction and slightly increases upon decreasing solute size. The constant pressure heat capacity of hydration water increases upon weakening water-surface interaction and is practically not sensitive to solute size. Increase of the constant pressure heat capacity of water near hydrophobic surfaces is found to be the result of the increasing thermal expansion coefficient.