Welcome to the forum, glad you joined.
Should we be concerned?
Probably not. But the more information you can give the more likely we are to be able to help. Even bad photos can sometimes give clues.
How old are they? I assume you mean feathers, not down. How well are they feathered out? Is the brooder floor wet? Which feathers are wet, one specific spot on the chick? How is your brooder set up, one spot warm and some spots cooler?
Chickens do no sweat so that's not the problem. Chickens regulate their temperature and lose moisture by breathing.
In general if they are behaving normally they are doing well. If they stand around, not eating or drinking and fluffed up looking miserable then they have a problem.
Frankly I'm having a problem even imagining how this could be a problem but it's worth checking out.
