There’s good detail on this guy. I think you could improve the pose of the ant, right now he’s kind of just standing there. It would be cool to see him in some kind of fierce attack pose or something. Also, I’d like to see the feet resolved in a little more interesting way, right now they kind of just end in points, insect feet have little clawlike ends. Go find some insect reference on Google images!
For wet skin, I’m not sure how you would do that in Zbrush, it may be a problem easier solved in Maya or Max with some shader work. For hairs, probably the same, the closest thing I can think of to tiny hairs in Zbr is the snakehook brush, but it kind of just pulls out geometry, which probably isn’t the best solution for hairs, especially the tiny hairs im thinking you want on this guy. Keep up the good work!