seems to be pretty contested, one group claims you cannot actually "sharpen" a knife wet, you can only polish it. The other says trying to sharpen a knife dry will ruin the edge because the fluid carries the metal particles away from the edge as you draw the blade across the stone.
I don't really have any personal experience, all the knives I had were cheap and disposable. Now that I have a couple nice ones I'd like to keep maintained. My brother is obsessed with keeping all of his dozens of knives in razor-sharp condition and has always done this dry, but he got me a kit and a knife for my last birthday that included oil. Using the oil as directed, I can never quite get the edge as sharp as his knives are.
How did you learn to sharpen your knives?