It doesn't matter, as long as you are not dripping wet.
No you do not have to be dry. But you must have shorts , shirts , and shoes.
Must have shirt, pants/shorts, and shoes to enter the theme park area and to ride any of the rides. No conditions on being dry that we have noticed. Some rides end in getting soaking wet. Rules and regs are posted around the park.
Most parks, the answer is no due to safety reasons, but I have messaged the question to MS staff to be sure. I will let you know when they respond.
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