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"Get Your Cookies Wet" 

A statement implying one to immerse him/herself fully in an activity. To go all out or waste every inch of your soul in an effort to win or succeed. Relates to the term "Go Big or Go Home" in the sense that one should just do it and not dick around while deciding whether they should do it or not.
Jon: I don't really feel like hookin up with HER again, I 'm just not in the mood...

Malc: Don't be a puss, f***** "get your cookies wet".

Random Kid:(sitting on the bench thinking) I sure hope coach doesn't put me in for the PK shootout in the State Final game..

Me: What a bitch, you won't even "get your cookies wet"...faggot

Your mom went to get the cookies 

"Your mom went to get the cookies" is an alternate version of "Your dad went to get the milk" or a comeback. It can also mean your mom went to get the cookies for the milk.
Your mom went to get the cookies for the milk that your dad went to get.