A dry finger tends to pull and drag the caulk. Keeping a wet sponge nearby solves the problem.
When I’m caulking trim with a latex caulk, I like having a wet sponge nearby. It not only makes for a neat job, but it lubricates my tooling finger, leaving a smooth finish for painting over. A dry finger tends to pull and drag the caulk, making a mess and leaving a rougher finish. I rinse and clean the residual caulk out of the sponge with water when it gets too messy to handle. The more often it gets cleaned, the neater the job.
— Mike Alexander, Monrovia, Md.