There are a number of natural plants and animals that have weakly or strongly hydrophobic properties. Your creatures would presumably look or feel like one of them, depending on the mechanism that gives them that property.
Lotus petals possess a "ultrahydrophobic" effect that gives them a self-cleaning property, since the same mechanism that makes them hydrophobic also makes them dust-phobic. The dust gets rinsed off every time it rains:
Water strider insects can walk on water because their feet are ultrahydrophobic and that can support their weight.
Many birds have hydrophobic feathers, such as pidgeons:
Otter fur is also hydrophobic, and the dense, spiky fur also traps a layer of air against the otter even while underwater, which gives them remarkable insulation while diving in frigid waters. Penguins do a very similar thing with their feathers:
I don't think the hydrophobicity gives these things a particular feeling- the effect in fact comes from the arrangement of very fine hairs at a nearly microscopic level. Lotus petals feel a little like velvet if you've never touched one. I've never touched a pidgeon though.
You can of course damage these things if you tried hard enough, but obviously the lotus leaves get walked on by small animals and insects and the pidgeons bump into things in their lives, so their hydrophobic coating must not be all that fragile.