There is a warm layer of air near our skin – our body heats it. When we wave our hand near our skin, we wave away that warm air and cooler air comes instead.

When your skin is wet, there’s another effect. Water needs energy to evaporate. It takes that energy from our body. So, we feel cooler when our body is wet.

Yes, because water molecules need energy to overcome the attractive forces between other molecules and leave the liquid phase.