It's true as madboatman says that water will raise the grain of the wood, some wood varieties are affected more than others of course, but I can't see that this matters too much at the construction stage. It can be a good way of relieving in-built stress, and after all, you're going to sand the whole thing later aren't you?
On SanJuan's query, I'd say it would be pretty much impossible to bend wood of the dimensions he gives without causing it to buckle. It's the width that's the problem, so couldn't you cut it into narrower strips? If you dampen plywood, you're only going to affect the top layer, or if you dampen it both sides, the two outer layers, and many adhesives won't work on damp wood. A better way that can work surprisingly well is to use heat. I often use a small Teflon coated temperature controlled iron that I used for applying Monokote covering back in my model flying days, but a small domestic iron on a high setting will probably work OK as well. You'll need to experiment a bit, and just leave my name out of it if you get caught.