Sometimes my legs feels wet (when it's not wet) and cold. is that normal and expected with small fiber neuropathy?

Can occur- yes: Small fiber neuropathy can result in odd feelings in the legs such as what you're describing. What condition have you been diagnosed with that is resulting in this type of neuropathy? In other words, we believe that neuropathy (no matter what type) is generally caused by some other entity such as diabetes, thyroid disease, nutritional deficiencies, etc.) There are also cases where it is unknown.