Neither wet nor dry is considered more dangerous than the other. Standing in water should be avoided. Dry snow is an insulator, but wet snow is a conductor. This should make travel on dry snow safer than on bare ground, because it will be harder for a person to generate streamers or conduct ground current. Avoid cave entrances.
Small overhangs can allow arcs to cross the gap.
Natural caves that go well into the ground can be struck, either via the entrance or through the ground. You should never be anywhere near any metal handrail, wire or cable during a storm. Avoid trees because they are taller than their surroundings. Tall trees are especially adept at generating streamers that attract strikes. If you need to move through a forest while seeking safer terrain, stay away from the tree trunks as you move.