What would cause a wet cold feeling in my feet? my feet are not wet at all.

Need examination: Peripheral vascular disease, peripheral neuropathy and autoimmune conditions like Raynauds syndrome are among the considerations

Sensory changed feet: It sounds like you are experiencing changes in sensation in your feet, which can be related to low B-12 or folic acid levels, diabetes, high decreased blood flow to the feet, damage to the nerves enervating your feet, or even wearing boots or shoes that are tied too tightly. I would consult your family physician about these symptoms and have him investigate these symptoms.