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what kind of coat is always wet when you put it on

A coat of paint.

Why it works

The riddle uses “coat” in the sense of a layer, not a piece of clothing. A fresh coat of paint is wet when you put it on.

Other common answers

  • Raincoat, if someone takes the riddle literally.
  • Overcoat, as a playful but incorrect guess in some forum replies.

Quick note

This is a classic wordplay riddle, so the intended answer is a coat of paint.

TL;DR: The answer is a coat of paint.