It sounds to me like you might have a chronic external ear (in the ear canal, rather than in the inner ear) infection, which can cause both the itchiness and the wet feeling you’re describing. If you use ear molds, they may need cleaning in between wearings to help prevent infection. My audiologist recommended wiping the ear molds a few times a week with hydrogen peroxide; however, that depends on what material your molds are made of as I know some ear molds cannot tolerate hydrogen peroxide. If you use a dome, then it sounds like it needs changing more often. Either way, in my opinion, you likely have some sort of chronic, low-grade infection or allergy and should see your family doctor about it sooner than later.
For the record, it’s not a good idea to stick objects like pins in your ears! You can scrape the lining of your ear canal, which leads to infections, and cause other nasty problems! If they’re that itchy, you have something else going on!