The reason that something becomes "wet" is due to the phenomenon of "surface tension." Water forms a concave (cup-shaped) meniscus in a tube, whereas mercury, which is liquid at room temperature, is convex (like a little dome). When surface tension is a factor, the liquid in question "sheets" and "spots" whereas something with low surface tension leaves a surface dry. Which is why people put Jet Dry, a surface tension agent or "surfactant" in their dishwashers.
Surface tension occurs because of the intermolecular attraction among water molecules. It means they can spread out in very thin, flat sheets. You can look up more on this by searching the internet for the terms "surface tension" and "meniscus" and "surfactant."