Not a silly question at all!
When someone refers to running a skimmer either wet or dry they are talking about the consistency of skimmate that is produced by the skimmer. Dry skimmate is usually much darker in color and much thicker in consistency, think about is being more sludge like I guess. Whereas running a skimmer wet will produce a much thinner and lighter skimmate, imagine more like a light tea. Running wet will produce a much larger volume of skimmate but it will be less potent so to speak. To adjust my skimmer I just modify the height of the output. I try to run mine as wet in order to remove as much organic material as possible. Everyone has their own opinion as to what method works best, but I prefer wet.