Why do you sweat? Because sweat cools down your body!
When it is hot outside, your body wants to stay cool. You have a lot of water inside your body. To stay cool, your body releases something wet onto your skin. This is called sweat, and it looks like water. The air outside blows onto your wet skin. It keeps your skin cool.
Test it out! Put water on your hand. Then blow air onto the wet skin. Does your hand feel cool? That is how sweat keeps you cool.