Should I be concerned if my skateboard somehow got wet? Let's say I didn't know it better and rode it in rain for example.
If the board is new then the main thing to worry about is the bearings. Riding through puddles increases your chance of picking up grit and other abrasives that can ruin bearings, and although many modern bearings are rust resistant, not all are.
Older boards, especially those with some damage can also allow water to soak in between the layers. This will lead to delamination, weakening the board, ruining it's springiness and eventually speeding up its demise.