Is there any reason why I shouldn put a screw in wet wood?”
If you are putting a screw in wood, near the end, or near the edge, it is a good idea to first drill a pilot hole a bit smaller than the diameter of the screw–in wet wood, it is good to use a pilot hole with any screw. Doing so will keep the wood from splitting. Using a stainless steel screw is best–they don’t tend to react to treated lumber or wet conditions. If you have cedar, a galvanized screw will work but it might leave a stain. If you have treated lumber, use either stainless steel or a deck screw treated with a non-corrosive material. If you use a screw that will corrode, the screw will weaken and it will leave a nasty corrosion stain on the wood.